-71.4%
TTD vs IRE
-97.7%
+26.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -15.8% | +19.1% | +3.2% |
| 7D | +19.9% | -41.9% | +61.8% | +19.7% |
| 30D | +27.6% | -75.1% | +102.7% | +27.0% |
| 3M | +15.2% | -82.4% | +97.6% | +14.4% |
| 6M | -33.2% | -95.5% | +62.3% | -32.5% |
| YTD | -59.4% | -93.1% | +33.7% | -59.7% |
| 1Y | -64.4% | -97.8% | +33.4% | -63.7% |
| All | -71.4% | -97.7% | +26.3% | -71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling