-83.3%
TTD vs IT
-51.4%
-31.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.4% | +4.6% | +0.4% |
| 7D | +1.7% | -9.1% | +10.9% | +6.0% |
| 30D | +1.6% | -7.0% | +8.6% | +4.4% |
| 3M | -27.8% | +7.6% | -35.5% | -31.6% |
| 6M | -52.1% | +2.1% | -54.2% | -53.5% |
| YTD | -63.1% | -31.6% | -31.5% | -58.2% |
| 1Y | -73.1% | -29.9% | -43.1% | -69.9% |
| 3Y | -83.3% | -51.3% | -32.0% | -77.9% |
| All | -83.3% | -51.4% | -31.9% | -77.9% |
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