-83.5%
TTD vs IP
+12.9%
-96.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.1% |
| 7D | -1.9% | -5.0% | +3.1% | -0.6% |
| 30D | +7.5% | +6.5% | +0.9% | +5.5% |
| 3M | -32.4% | -18.0% | -14.4% | -29.0% |
| 6M | -47.9% | +10.3% | -58.3% | -50.3% |
| YTD | -66.3% | -9.9% | -56.4% | -66.2% |
| 1Y | -73.1% | -1.1% | -72.1% | -74.2% |
| All | -83.5% | +12.9% | -96.4% | -85.1% |
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