-70.9%
TTD vs IRE
-98.1%
+27.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -14.4% | +15.7% | +1.3% |
| 7D | +21.3% | -31.8% | +53.1% | +21.2% |
| 30D | +28.7% | -71.8% | +100.5% | +28.2% |
| 3M | +7.7% | -88.9% | +96.6% | +6.8% |
| 6M | -23.5% | -95.4% | +71.9% | -23.0% |
| YTD | -58.7% | -94.2% | +35.5% | -59.1% |
| 1Y | -63.4% | -97.1% | +33.7% | -63.4% |
| All | -70.9% | -98.1% | +27.2% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling