+361.1%
TTD vs IFF
-22.4%
+383.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | -4.6% | -3.0% | -1.6% | -3.2% |
| 30D | +3.7% | -0.9% | +4.6% | +4.1% |
| 3M | -30.2% | +11.8% | -42.1% | -34.4% |
| 6M | -51.4% | +16.5% | -67.9% | -56.3% |
| YTD | -63.4% | +26.5% | -89.9% | -69.0% |
| 1Y | -73.5% | +32.7% | -106.2% | -78.2% |
| 3Y | -83.5% | +32.0% | -115.5% | -86.9% |
| 5Y | -80.9% | -36.1% | -44.9% | -77.2% |
| All | +361.1% | -22.4% | +383.5% | +352.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling