-72.2%
TTD vs IT
-24.5%
-47.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.3% | -2.2% |
| 7D | +6.3% | -6.0% | +12.4% | +9.3% |
| 30D | -23.9% | 0.0% | -23.9% | -24.2% |
| 3M | -31.4% | +13.1% | -44.5% | -36.3% |
| 6M | -42.7% | +11.7% | -54.4% | -46.6% |
| YTD | -62.0% | -26.1% | -35.9% | -58.9% |
| 1Y | -72.2% | -21.3% | -51.0% | -71.2% |
| All | -72.2% | -24.5% | -47.7% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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