-63.8%
TTD vs IRE
-97.4%
+33.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.1% | -8.5% | +3.7% |
| 7D | +20.8% | -15.1% | +35.9% | +20.7% |
| 30D | +33.8% | -71.4% | +105.2% | +32.7% |
| 3M | +17.8% | -81.2% | +99.0% | +16.5% |
| 6M | -25.7% | -93.7% | +68.0% | -25.7% |
| YTD | -57.9% | -92.2% | +34.3% | -58.0% |
| 1Y | -63.8% | -97.3% | +33.4% | -64.4% |
| All | -63.8% | -97.4% | +33.6% | -64.4% |
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