+361.1%
TTD vs IT
+90.1%
+271.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.1% |
| 7D | -4.6% | -9.1% | +4.5% | +1.3% |
| 30D | +3.7% | -12.2% | +15.8% | +12.0% |
| 3M | -30.2% | +7.8% | -38.0% | -36.1% |
| 6M | -51.4% | +2.0% | -53.4% | -53.9% |
| YTD | -63.4% | -32.7% | -30.7% | -55.0% |
| 1Y | -73.5% | -31.1% | -42.4% | -68.3% |
| 3Y | -83.5% | -52.1% | -31.4% | -76.3% |
| 5Y | -80.9% | -46.3% | -34.7% | -74.4% |
| All | +361.1% | +90.1% | +271.0% | +243.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling