-80.8%
TTD vs IJR
+38.0%
-118.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.8% |
| 7D | -7.4% | -2.3% | -5.1% | -4.5% |
| 30D | +3.0% | -4.7% | +7.7% | +9.9% |
| 3M | -27.6% | +2.1% | -29.7% | -30.0% |
| 6M | -49.5% | +13.9% | -63.4% | -58.4% |
| YTD | -63.2% | +18.2% | -81.4% | -71.5% |
| 1Y | -69.7% | +21.8% | -91.5% | -77.8% |
| 3Y | -83.3% | +52.2% | -135.5% | -92.0% |
| 5Y | -80.8% | +40.1% | -120.9% | -88.4% |
| All | -80.8% | +38.0% | -118.8% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling