-72.0%
TTD vs IRE
-97.6%
+25.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -23.2% | +26.1% | +2.8% |
| 7D | +3.7% | -46.8% | +50.5% | +3.4% |
| 30D | +10.4% | -75.5% | +85.9% | +9.8% |
| 3M | -31.6% | -79.4% | +47.8% | -31.9% |
| 6M | -45.1% | -91.3% | +46.2% | -44.7% |
| YTD | -65.1% | -90.8% | +25.7% | -65.5% |
| 1Y | -72.0% | -97.7% | +25.7% | -71.8% |
| All | -72.0% | -97.6% | +25.6% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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