-76.0%
TTD vs IRE
-97.2%
+21.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +39.6% | -38.6% | +1.0% |
| 7D | +5.2% | -27.2% | +32.4% | +5.1% |
| 30D | +6.9% | -75.1% | +82.1% | +6.4% |
| 3M | -26.8% | -77.9% | +51.0% | -27.2% |
| 6M | -46.1% | -94.6% | +48.4% | -45.6% |
| YTD | -65.9% | -91.5% | +25.6% | -66.2% |
| 1Y | -71.8% | -97.8% | +26.0% | -71.0% |
| All | -76.0% | -97.2% | +21.2% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling