-82.9%
TTD vs IR
+10.0%
-92.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.9% |
| 7D | +6.3% | -2.8% | +9.2% | +7.6% |
| 30D | -23.9% | -15.1% | -8.8% | -17.9% |
| 3M | -31.4% | +6.1% | -37.4% | -33.7% |
| 6M | -42.7% | -16.8% | -25.9% | -38.0% |
| YTD | -62.0% | -3.5% | -58.4% | -63.1% |
| 1Y | -72.2% | -3.5% | -68.7% | -73.3% |
| All | -82.9% | +10.0% | -92.9% | -85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling