-74.8%
TTD vs IYR
+42.5%
-117.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.8% |
| 7D | +20.8% | -1.2% | +22.0% | +22.0% |
| 30D | +33.8% | +6.1% | +27.7% | +28.3% |
| 3M | +17.8% | +0.9% | +16.9% | +17.2% |
| 6M | -25.7% | +1.2% | -26.9% | -26.3% |
| YTD | -57.9% | +11.1% | -69.0% | -61.4% |
| 1Y | -63.8% | +9.0% | -72.8% | -66.3% |
| All | -74.8% | +42.5% | -117.3% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling