-85.1%
TTD vs IRM
+187.5%
-272.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 7D | +21.3% | +6.8% | +14.5% | +16.7% |
| 30D | +28.7% | +2.6% | +26.1% | +26.1% |
| 3M | +7.7% | -9.5% | +17.2% | +13.1% |
| 6M | -23.5% | -8.5% | -15.0% | -20.8% |
| YTD | -58.7% | +40.3% | -99.0% | -69.2% |
| 1Y | -63.4% | +28.7% | -92.1% | -71.1% |
| 3Y | -75.3% | +111.8% | -187.1% | -88.0% |
| All | -85.1% | +187.5% | -272.6% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling