-7.8%
IGV vs TTD
-73.2%
+65.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.5% | -4.6% | +3.1% | -0.5% |
| 30D | -3.0% | +3.7% | -6.7% | -3.8% |
| 3M | +9.6% | -30.2% | +39.8% | +17.4% |
| 6M | +16.1% | -51.4% | +67.5% | +33.1% |
| YTD | -3.6% | -63.4% | +59.8% | +13.8% |
| 1Y | -7.8% | -73.5% | +65.7% | +11.6% |
| All | -7.8% | -73.2% | +65.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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