-80.6%
TTD vs IT
-52.4%
-28.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.5% | +15.0% | +15.3% |
| 7D | +19.0% | -18.8% | +37.8% | +29.2% |
| 30D | +23.6% | -0.1% | +23.7% | +22.2% |
| 3M | +8.2% | +2.9% | +5.3% | +4.8% |
| 6M | -35.3% | +20.4% | -55.7% | -42.4% |
| YTD | -60.7% | -24.3% | -36.4% | -58.0% |
| 1Y | -65.3% | -17.2% | -48.1% | -64.3% |
| 3Y | -80.6% | -52.4% | -28.2% | -70.0% |
| All | -80.6% | -52.4% | -28.2% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling