-5.3%
IGV vs TTD
-64.0%
+58.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.6% |
| 7D | +2.3% | +21.3% | -18.9% | -2.5% |
| 30D | -6.0% | +28.7% | -34.7% | -11.8% |
| 3M | -4.8% | +7.7% | -12.5% | -6.9% |
| 6M | +14.2% | -23.5% | +37.7% | +20.2% |
| YTD | -4.2% | -58.7% | +54.5% | +13.5% |
| 1Y | -5.3% | -63.4% | +58.2% | +15.5% |
| All | -5.3% | -64.0% | +58.7% | +15.5% |
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