-85.4%
TTD vs IP
-12.0%
-73.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +5.2% | -5.1% | +10.3% | +7.5% |
| 30D | +6.9% | +8.5% | -1.6% | +3.2% |
| 3M | -26.8% | -13.8% | -13.0% | -22.8% |
| 6M | -46.1% | +5.7% | -51.9% | -48.8% |
| YTD | -65.9% | -9.1% | -56.8% | -66.1% |
| 1Y | -71.8% | -0.8% | -71.0% | -73.5% |
| 3Y | -83.3% | +14.8% | -98.1% | -87.2% |
| All | -85.4% | -12.0% | -73.4% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling