-83.3%
TTD vs IRM
+101.2%
-184.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.5% |
| 7D | +1.7% | +1.6% | +0.1% | +0.9% |
| 30D | +1.6% | -4.2% | +5.8% | +3.3% |
| 3M | -27.8% | -5.4% | -22.5% | -26.4% |
| 6M | -52.1% | +12.0% | -64.1% | -55.8% |
| YTD | -63.1% | +42.0% | -105.1% | -70.5% |
| 1Y | -73.1% | +29.9% | -102.9% | -77.7% |
| 3Y | -83.3% | +104.4% | -187.6% | -89.5% |
| All | -83.3% | +101.2% | -184.5% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling