-72.2%
TTD vs IJH
+18.2%
-90.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | -23.9% | -1.5% | -22.4% | -23.7% |
| 3M | -31.4% | +0.8% | -32.2% | -31.7% |
| 6M | -42.7% | +7.6% | -50.2% | -43.8% |
| YTD | -62.0% | +15.5% | -77.5% | -64.3% |
| 1Y | -72.2% | +16.9% | -89.1% | -74.4% |
| All | -72.2% | +18.2% | -90.4% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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