+178.0%
TTD vs IR
+288.5%
-110.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -5.1% |
| 7D | +6.3% | -2.8% | +9.2% | +8.0% |
| 30D | -23.9% | -15.1% | -8.8% | -16.3% |
| 3M | -31.4% | +6.1% | -37.4% | -34.3% |
| 6M | -42.7% | -16.8% | -25.9% | -37.8% |
| YTD | -62.0% | -3.5% | -58.4% | -62.8% |
| 1Y | -72.2% | -3.5% | -68.7% | -73.1% |
| 3Y | -81.9% | +9.5% | -91.4% | -84.1% |
| 5Y | -81.5% | +45.1% | -126.6% | -85.9% |
| All | +178.0% | +288.5% | -110.5% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling