-72.0%
TTD vs IRM
+19.5%
-91.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.7% |
| 7D | +3.7% | +2.6% | +1.1% | +3.4% |
| 30D | +10.4% | +5.6% | +4.8% | +9.7% |
| 3M | -31.6% | -4.7% | -26.9% | -31.1% |
| 6M | -45.1% | -6.1% | -39.0% | -44.7% |
| YTD | -65.1% | +46.3% | -111.5% | -66.9% |
| 1Y | -72.0% | +18.7% | -90.7% | -73.2% |
| All | -72.0% | +19.5% | -91.4% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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