-75.9%
TTD vs IP
+20.8%
-96.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.6% |
| 7D | +19.9% | 0.0% | +19.9% | +20.0% |
| 30D | +27.6% | +9.4% | +18.3% | +24.6% |
| 3M | +15.2% | -14.1% | +29.2% | +19.6% |
| 6M | -33.2% | +9.2% | -42.4% | -35.8% |
| YTD | -59.4% | -7.5% | -51.8% | -59.5% |
| 1Y | -64.4% | -2.8% | -61.6% | -65.3% |
| 3Y | -75.9% | +21.2% | -97.1% | -78.4% |
| All | -75.9% | +20.8% | -96.7% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling