-80.9%
TTD vs IYR
+4.2%
-85.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | +0.3% |
| 7D | -4.6% | -0.9% | -3.7% | -3.5% |
| 30D | +3.7% | -2.4% | +6.0% | +6.7% |
| 3M | -30.2% | -2.0% | -28.2% | -28.5% |
| 6M | -51.4% | +2.5% | -53.9% | -53.3% |
| YTD | -63.4% | +8.3% | -71.7% | -67.4% |
| 1Y | -73.5% | +6.5% | -80.0% | -75.9% |
| 3Y | -83.5% | +29.3% | -112.8% | -89.0% |
| 5Y | -80.9% | +5.7% | -86.6% | -80.9% |
| All | -80.9% | +4.2% | -85.1% | -80.9% |
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