-85.4%
TTD vs IR
+44.3%
-129.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | 0.0% |
| 7D | +5.2% | +3.7% | +1.5% | +2.6% |
| 30D | +6.9% | +7.4% | -0.5% | +1.0% |
| 3M | -26.8% | -5.9% | -20.9% | -24.1% |
| 6M | -46.1% | +5.6% | -51.7% | -49.5% |
| YTD | -65.9% | +4.8% | -70.8% | -69.7% |
| 1Y | -71.8% | +6.9% | -78.8% | -75.6% |
| 3Y | -83.3% | +27.6% | -110.9% | -89.3% |
| All | -85.4% | +44.3% | -129.8% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling