-83.8%
TTD vs INDA
+9.0%
-92.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.6% |
| 7D | +1.7% | -1.0% | +2.7% | +2.6% |
| 30D | +1.6% | -2.5% | +4.1% | +3.7% |
| 3M | -27.8% | +4.0% | -31.8% | -30.0% |
| 6M | -52.1% | -1.8% | -50.3% | -51.5% |
| YTD | -63.1% | -9.2% | -53.9% | -60.0% |
| 1Y | -73.1% | -7.2% | -65.9% | -71.5% |
| All | -83.8% | +9.0% | -92.8% | -86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling