+379.4%
TTD vs IYR
+70.7%
+308.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.6% |
| 7D | +6.3% | -1.2% | +7.6% | +7.7% |
| 30D | -23.9% | -2.9% | -21.0% | -21.6% |
| 3M | -31.4% | +0.8% | -32.2% | -32.0% |
| 6M | -42.7% | +1.9% | -44.5% | -44.2% |
| YTD | -62.0% | +9.6% | -71.6% | -65.8% |
| 1Y | -72.2% | +8.1% | -80.3% | -74.7% |
| 3Y | -81.9% | +29.2% | -111.1% | -86.6% |
| 5Y | -81.5% | +4.3% | -85.8% | -82.2% |
| All | +379.4% | +70.7% | +308.7% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling