-82.5%
TTD vs IYR
+6.7%
-89.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.9% |
| 7D | +20.8% | -1.2% | +22.0% | +22.8% |
| 30D | +33.8% | +6.1% | +27.7% | +25.0% |
| 3M | +17.8% | +0.9% | +16.9% | +16.8% |
| 6M | -25.7% | +1.2% | -26.9% | -26.9% |
| YTD | -57.9% | +11.1% | -69.0% | -63.5% |
| 1Y | -63.8% | +9.0% | -72.8% | -67.9% |
| 3Y | -75.0% | +41.4% | -116.4% | -85.4% |
| 5Y | -82.5% | +6.7% | -89.2% | -82.6% |
| All | -82.5% | +6.7% | -89.3% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling