+420.9%
TTD vs INDA
+94.2%
+326.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +21.3% | +1.1% | +20.2% | +20.1% |
| 30D | +28.7% | +9.4% | +19.4% | +18.3% |
| 3M | +7.7% | +2.9% | +4.8% | +4.8% |
| 6M | -23.5% | +7.2% | -30.7% | -28.5% |
| YTD | -58.7% | -4.8% | -53.9% | -57.0% |
| 1Y | -63.4% | -5.1% | -58.4% | -61.8% |
| 3Y | -75.3% | +16.7% | -92.0% | -79.2% |
| 5Y | -84.4% | +8.8% | -93.1% | -85.5% |
| 10Y | +516.1% | +116.2% | +399.9% | +294.3% |
| All | +420.9% | +94.2% | +326.7% | +272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling