+43.7%
IGV vs TTD
-82.9%
+126.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.1% | -1.4% |
| 7D | -4.5% | +6.3% | -10.8% | -5.6% |
| 30D | +3.2% | -23.9% | +27.1% | +7.7% |
| 3M | +4.5% | -31.4% | +35.9% | +11.0% |
| 6M | +22.1% | -42.7% | +64.8% | +32.9% |
| YTD | -1.0% | -62.0% | +60.9% | +15.2% |
| 1Y | -2.1% | -72.2% | +70.1% | +19.5% |
| All | +43.7% | -82.9% | +126.6% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling