-10.2%
IGV vs TTD
-65.0%
+54.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.9% |
| 7D | -2.3% | +19.9% | -22.2% | -6.6% |
| 30D | -11.0% | +27.6% | -38.6% | -16.2% |
| 3M | -4.5% | +15.2% | -19.6% | -8.0% |
| 6M | +10.1% | -33.2% | +43.3% | +20.0% |
| YTD | -5.1% | -59.4% | +54.3% | +13.0% |
| 1Y | -10.2% | -64.4% | +54.1% | +10.6% |
| All | -10.2% | -65.0% | +54.8% | +10.6% |
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