+365.8%
TTD vs IJR
+173.1%
+192.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.0% |
| 7D | +1.7% | +0.9% | +0.8% | +0.7% |
| 30D | +1.6% | -3.1% | +4.7% | +5.5% |
| 3M | -27.8% | +4.4% | -32.2% | -31.6% |
| 6M | -52.1% | +16.1% | -68.2% | -60.3% |
| YTD | -63.1% | +20.6% | -83.6% | -70.9% |
| 1Y | -73.1% | +22.9% | -95.9% | -79.4% |
| 3Y | -83.3% | +55.2% | -138.5% | -90.6% |
| 5Y | -80.6% | +41.1% | -121.7% | -86.7% |
| All | +365.8% | +173.1% | +192.7% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling