+207.9%
TTD vs IR
+332.9%
-125.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.1% |
| 7D | +20.8% | +1.1% | +19.7% | +20.3% |
| 30D | +33.8% | +7.6% | +26.3% | +28.2% |
| 3M | +17.8% | +0.1% | +17.8% | +17.0% |
| 6M | -25.7% | +14.0% | -39.7% | -32.2% |
| YTD | -57.9% | +7.5% | -65.4% | -61.5% |
| 1Y | -63.8% | +10.1% | -74.0% | -67.6% |
| 3Y | -75.0% | +24.9% | -99.9% | -79.6% |
| 5Y | -82.5% | +46.9% | -129.4% | -87.0% |
| All | +207.9% | +332.9% | -125.0% | +49.4% |
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