-69.7%
TTD vs IR
-8.2%
-61.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -7.4% | -3.1% | -4.4% | -7.4% |
| 30D | +3.0% | -14.0% | +17.0% | +3.3% |
| 3M | -27.6% | +3.7% | -31.3% | -26.7% |
| 6M | -49.5% | -15.4% | -34.1% | -49.3% |
| YTD | -63.2% | -7.7% | -55.5% | -63.9% |
| 1Y | -69.7% | -8.8% | -60.9% | -70.5% |
| All | -69.7% | -8.2% | -61.5% | -70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling