-65.5%
TTD vs IRE
-97.8%
+32.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -2.5% | +18.0% | +15.5% |
| 7D | +19.0% | -15.5% | +34.5% | +18.9% |
| 30D | +23.6% | -70.4% | +94.0% | +22.5% |
| 3M | +8.2% | -81.6% | +89.8% | +6.8% |
| 6M | -35.3% | -94.7% | +59.4% | -35.2% |
| YTD | -60.7% | -91.8% | +31.1% | -60.7% |
| All | -65.5% | -97.8% | +32.3% | -66.1% |
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