+198.1%
TTD vs IR
+334.2%
-136.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | +20.8% | +4.3% | +16.5% | +18.2% |
| 30D | +27.1% | +8.1% | +19.0% | +21.4% |
| 3M | +14.7% | +0.7% | +14.0% | +13.4% |
| 6M | -26.8% | +16.6% | -43.4% | -34.1% |
| YTD | -59.2% | +7.8% | -67.0% | -62.8% |
| 1Y | -64.7% | +9.9% | -74.6% | -68.3% |
| 3Y | -75.8% | +25.2% | -101.1% | -80.3% |
| 5Y | -84.6% | +46.8% | -131.4% | -88.5% |
| All | +198.1% | +334.2% | -136.1% | +44.4% |
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