+329.6%
TTD vs IONS
+15.8%
+313.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | +5.2% | -9.4% | +14.6% | +8.6% |
| 30D | +6.9% | -10.7% | +17.7% | +10.9% |
| 3M | -26.8% | -27.7% | +0.8% | -19.7% |
| 6M | -46.1% | -48.7% | +2.6% | -35.1% |
| YTD | -65.9% | -50.2% | -15.8% | -58.9% |
| 1Y | -71.8% | -46.8% | -25.0% | -67.0% |
| 3Y | -83.3% | -14.8% | -68.5% | -84.9% |
| 5Y | -81.1% | +17.0% | -98.1% | -85.3% |
| 10Y | +441.7% | +45.3% | +396.4% | +344.0% |
| All | +329.6% | +15.8% | +313.8% | +262.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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