+376.4%
TTD vs IJH
+181.8%
+194.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.9% | +1.6% |
| 7D | -0.6% | -1.9% | +1.2% | +2.0% |
| 30D | +6.3% | -4.6% | +10.9% | +13.3% |
| 3M | -24.1% | -1.2% | -23.0% | -23.5% |
| 6M | -47.4% | +9.4% | -56.8% | -54.6% |
| YTD | -62.2% | +13.3% | -75.6% | -69.1% |
| 1Y | -68.3% | +13.4% | -81.7% | -74.3% |
| 3Y | -83.4% | +50.4% | -133.9% | -91.0% |
| 5Y | -80.3% | +49.0% | -129.2% | -88.0% |
| All | +376.4% | +181.8% | +194.6% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling