+527.9%
TTD vs IP
+22.3%
+505.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +5.0% | +4.2% |
| 7D | +20.8% | -2.8% | +23.6% | +22.4% |
| 30D | +33.8% | +9.2% | +24.6% | +28.9% |
| 3M | +17.8% | -16.1% | +34.0% | +26.4% |
| 6M | -25.7% | +9.6% | -35.3% | -30.3% |
| YTD | -57.9% | -8.8% | -49.1% | -58.1% |
| 1Y | -63.8% | -5.5% | -58.3% | -64.8% |
| 3Y | -75.0% | +19.6% | -94.7% | -79.5% |
| 5Y | -82.5% | -13.5% | -69.1% | -83.1% |
| 10Y | +527.9% | +22.4% | +505.5% | +435.5% |
| All | +527.9% | +22.3% | +505.6% | +435.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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