-80.9%
TTD vs INDA
+5.9%
-86.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.2% |
| 7D | -4.6% | -2.6% | -2.0% | -1.1% |
| 30D | +3.7% | -2.9% | +6.6% | +7.9% |
| 3M | -30.2% | +2.4% | -32.6% | -32.6% |
| 6M | -51.4% | -2.6% | -48.8% | -50.1% |
| YTD | -63.4% | -10.0% | -53.5% | -58.1% |
| 1Y | -73.5% | -7.7% | -65.8% | -71.0% |
| 3Y | -83.5% | +8.9% | -92.3% | -87.3% |
| 5Y | -80.9% | +6.0% | -86.9% | -83.4% |
| All | -80.9% | +5.9% | -86.8% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling