-72.0%
TTD vs IJR
+24.2%
-96.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +2.1% |
| 7D | +3.7% | +2.3% | +1.4% | +2.5% |
| 30D | +10.4% | +2.8% | +7.6% | +8.8% |
| 3M | -31.6% | -4.6% | -27.0% | -30.4% |
| 6M | -45.1% | +5.7% | -50.8% | -46.4% |
| YTD | -65.1% | +19.9% | -85.1% | -68.0% |
| 1Y | -72.0% | +24.2% | -96.2% | -75.3% |
| All | -72.0% | +24.2% | -96.2% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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