-64.7%
TTD vs IYR
+8.9%
-73.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | +20.8% | -0.1% | +20.9% | +20.9% |
| 30D | +27.1% | +5.7% | +21.4% | +23.9% |
| 3M | +14.7% | -0.6% | +15.3% | +14.7% |
| 6M | -26.8% | +0.5% | -27.3% | -26.6% |
| YTD | -59.2% | +10.4% | -69.7% | -61.7% |
| 1Y | -64.7% | +9.2% | -73.9% | -66.5% |
| All | -64.7% | +8.9% | -73.6% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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