-42.7%
TTD vs IR
-16.8%
-25.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.3% |
| 7D | +6.3% | -2.8% | +9.2% | +6.2% |
| 30D | -23.9% | -15.1% | -8.8% | -24.3% |
| 3M | -31.4% | +6.1% | -37.4% | -29.5% |
| 6M | -42.7% | -16.8% | -25.9% | -42.8% |
| All | -42.7% | -16.8% | -25.8% | -42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling