-72.2%
TTD vs IJR
+25.5%
-97.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.7% | -4.5% |
| 7D | +6.3% | -0.2% | +6.5% | +6.4% |
| 30D | -23.9% | -2.4% | -21.5% | -23.1% |
| 3M | -31.4% | +3.9% | -35.3% | -32.4% |
| 6M | -42.7% | +12.4% | -55.1% | -45.0% |
| YTD | -62.0% | +21.5% | -83.5% | -64.9% |
| 1Y | -72.2% | +24.0% | -96.2% | -74.7% |
| All | -72.2% | +25.5% | -97.7% | -74.7% |
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