+170.1%
TTD vs IR
+282.2%
-112.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.9% |
| 7D | +1.7% | +0.6% | +1.1% | +1.4% |
| 30D | +1.6% | -13.6% | +15.2% | +10.3% |
| 3M | -27.8% | +3.7% | -31.5% | -30.0% |
| 6M | -52.1% | -13.1% | -39.1% | -49.4% |
| YTD | -63.1% | -5.1% | -57.9% | -63.5% |
| 1Y | -73.1% | -6.5% | -66.6% | -73.4% |
| 3Y | -83.3% | +8.5% | -91.8% | -85.2% |
| 5Y | -80.6% | +43.3% | -123.9% | -85.1% |
| All | +170.1% | +282.2% | -112.0% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling