+550.5%
TTD vs IP
+31.6%
+518.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.9% | +12.6% | +14.2% |
| 7D | +19.0% | -3.0% | +22.0% | +20.6% |
| 30D | +23.6% | +10.6% | +13.0% | +18.4% |
| 3M | +8.2% | -13.6% | +21.8% | +14.6% |
| 6M | -35.3% | +10.4% | -45.7% | -39.4% |
| YTD | -60.7% | -6.5% | -54.2% | -61.3% |
| 1Y | -65.3% | -2.1% | -63.2% | -66.7% |
| 3Y | -80.6% | +22.0% | -102.6% | -84.1% |
| 5Y | -84.6% | -9.7% | -74.9% | -85.4% |
| 10Y | +550.5% | +26.8% | +523.7% | +459.2% |
| All | +550.5% | +31.6% | +518.9% | +459.2% |
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