-72.0%
TTD vs IFF
+44.8%
-116.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.9% | +7.8% | +3.0% |
| 7D | +3.7% | -3.3% | +7.0% | +3.7% |
| 30D | +10.4% | +5.3% | +5.1% | +10.1% |
| 3M | -31.6% | +8.9% | -40.5% | -31.8% |
| 6M | -45.1% | +26.3% | -71.4% | -44.9% |
| YTD | -65.1% | +32.2% | -97.3% | -67.9% |
| 1Y | -72.0% | +45.8% | -117.7% | -76.2% |
| All | -72.0% | +44.8% | -116.8% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling