+379.4%
TTD vs IRM
+443.3%
-63.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -5.1% |
| 7D | +6.3% | -0.5% | +6.8% | +6.4% |
| 30D | -23.9% | -8.1% | -15.8% | -21.0% |
| 3M | -31.4% | -9.7% | -21.7% | -28.4% |
| 6M | -42.7% | +10.0% | -52.7% | -46.1% |
| YTD | -62.0% | +43.0% | -105.0% | -68.8% |
| 1Y | -72.2% | +32.7% | -104.9% | -76.5% |
| 3Y | -81.9% | +102.7% | -184.7% | -87.6% |
| 5Y | -81.5% | +187.6% | -269.1% | -89.0% |
| All | +379.4% | +443.3% | -63.9% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling