+339.5%
TTD vs IP
+20.2%
+319.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.2% |
| 7D | +3.7% | +3.4% | +0.3% | +2.1% |
| 30D | +10.4% | +11.2% | -0.8% | +5.3% |
| 3M | -31.6% | -14.8% | -16.8% | -27.3% |
| 6M | -45.1% | +17.3% | -62.4% | -50.2% |
| YTD | -65.1% | -6.2% | -59.0% | -65.8% |
| 1Y | -72.0% | +2.3% | -74.3% | -73.8% |
| 3Y | -83.3% | +17.7% | -100.9% | -86.2% |
| 5Y | -81.7% | -8.4% | -73.3% | -82.8% |
| 10Y | +454.3% | +32.1% | +422.2% | +233.1% |
| All | +339.5% | +20.2% | +319.3% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling