+376.4%
TTD vs INDA
+83.3%
+293.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.7% | +1.7% |
| 7D | -0.6% | -2.7% | +2.1% | +2.1% |
| 30D | +6.3% | -2.8% | +9.1% | +9.3% |
| 3M | -24.1% | +1.6% | -25.8% | -25.4% |
| 6M | -47.4% | -1.4% | -46.0% | -47.0% |
| YTD | -62.2% | -10.1% | -52.1% | -58.4% |
| 1Y | -68.3% | -8.8% | -59.5% | -65.7% |
| 3Y | -83.4% | +7.6% | -91.0% | -84.9% |
| 5Y | -80.3% | +5.8% | -86.1% | -81.0% |
| All | +376.4% | +83.3% | +293.1% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling