-63.8%
TTD vs IR
+10.4%
-74.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.7% |
| 7D | +20.8% | +1.1% | +19.7% | +20.6% |
| 30D | +33.8% | +7.6% | +26.3% | +33.9% |
| 3M | +17.8% | +0.1% | +17.8% | +18.1% |
| 6M | -25.7% | +14.0% | -39.7% | -24.7% |
| YTD | -57.9% | +7.5% | -65.4% | -59.0% |
| 1Y | -63.8% | +10.1% | -74.0% | -65.6% |
| All | -63.8% | +10.4% | -74.2% | -65.6% |
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 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