+376.4%
TTD vs IRM
+435.5%
-59.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.7% |
| 7D | -0.6% | -1.4% | +0.8% | 0.0% |
| 30D | +6.3% | -7.4% | +13.7% | +9.8% |
| 3M | -24.1% | -7.4% | -16.8% | -21.9% |
| 6M | -47.4% | +8.7% | -56.1% | -50.3% |
| YTD | -62.2% | +40.9% | -103.2% | -68.8% |
| 1Y | -68.3% | +20.5% | -88.8% | -71.9% |
| 3Y | -83.4% | +101.7% | -185.1% | -88.5% |
| 5Y | -80.3% | +197.7% | -278.0% | -88.3% |
| All | +376.4% | +435.5% | -59.1% | +148.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling