+365.8%
TTD vs IJH
+185.3%
+180.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.0% |
| 7D | +1.7% | +1.0% | +0.7% | +0.4% |
| 30D | +1.6% | -3.1% | +4.7% | +6.1% |
| 3M | -27.8% | +1.9% | -29.8% | -30.4% |
| 6M | -52.1% | +11.0% | -63.1% | -59.4% |
| YTD | -63.1% | +14.7% | -77.8% | -70.3% |
| 1Y | -73.1% | +15.6% | -88.6% | -78.7% |
| 3Y | -83.3% | +52.5% | -135.8% | -91.1% |
| 5Y | -80.6% | +49.1% | -129.7% | -88.2% |
| All | +365.8% | +185.3% | +180.5% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling