-63.8%
TTD vs IRM
+12.7%
-76.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.3% |
| 7D | +20.8% | -5.3% | +26.0% | +21.5% |
| 30D | +33.8% | -2.3% | +36.2% | +34.0% |
| 3M | +17.8% | -7.4% | +25.3% | +18.9% |
| 6M | -25.7% | -12.2% | -13.5% | -24.4% |
| YTD | -57.9% | +38.6% | -96.6% | -61.4% |
| 1Y | -63.8% | +14.9% | -78.7% | -64.5% |
| All | -63.8% | +12.7% | -76.6% | -64.5% |
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