+379.4%
TTD vs IP
+25.6%
+353.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -5.3% |
| 7D | +6.3% | -5.3% | +11.6% | +8.7% |
| 30D | -23.9% | -10.9% | -13.0% | -20.4% |
| 3M | -31.4% | +11.2% | -42.6% | -35.7% |
| 6M | -42.7% | -10.2% | -32.4% | -41.6% |
| YTD | -62.0% | -2.0% | -60.0% | -63.3% |
| 1Y | -72.2% | -19.1% | -53.1% | -70.8% |
| 3Y | -81.9% | +20.9% | -102.8% | -85.2% |
| 5Y | -81.5% | -17.8% | -63.7% | -81.7% |
| All | +379.4% | +25.6% | +353.8% | +225.9% |
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