-80.4%
TTD vs IFF
-35.5%
-44.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | -7.4% | -2.8% | -4.6% | -6.1% |
| 30D | +3.0% | -1.1% | +4.1% | +3.6% |
| 3M | -27.6% | +13.8% | -41.4% | -32.7% |
| 6M | -49.5% | +16.7% | -66.2% | -54.8% |
| YTD | -63.2% | +26.1% | -89.3% | -69.1% |
| 1Y | -69.7% | +33.5% | -103.2% | -75.6% |
| 3Y | -83.3% | +31.6% | -114.9% | -87.5% |
| All | -80.4% | -35.5% | -44.9% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling