+527.9%
TTD vs IT
+93.0%
+434.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.5% | +2.3% |
| 7D | +20.8% | -6.8% | +27.6% | +26.3% |
| 30D | +33.8% | -0.6% | +34.4% | +32.2% |
| 3M | +17.8% | +3.1% | +14.8% | +12.5% |
| 6M | -25.7% | +25.5% | -51.2% | -39.8% |
| YTD | -57.9% | -23.5% | -34.4% | -53.2% |
| 1Y | -63.8% | -16.6% | -47.2% | -62.3% |
| 3Y | -75.0% | -53.1% | -21.9% | -63.1% |
| 5Y | -82.5% | -41.4% | -41.1% | -78.2% |
| 10Y | +527.9% | +90.9% | +437.0% | +253.6% |
| All | +527.9% | +93.0% | +434.9% | +253.6% |
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