+42.8%
IGV vs TTD
-81.3%
+124.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +15.5% | -12.9% | -0.2% |
| 7D | -0.4% | +19.0% | -19.4% | -3.7% |
| 30D | -9.9% | +23.6% | -33.5% | -13.6% |
| 3M | -1.2% | +8.2% | -9.4% | -3.0% |
| 6M | +11.3% | -35.3% | +46.6% | +18.6% |
| YTD | -4.0% | -60.7% | +56.7% | +10.1% |
| 1Y | -7.3% | -65.3% | +58.0% | +8.3% |
| 3Y | +42.8% | -80.6% | +123.3% | +67.3% |
| All | +42.8% | -81.3% | +124.0% | +67.3% |
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