+13.7%
IGV vs TTD
-83.3%
+97.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +15.5% | -12.9% | -1.3% |
| 7D | -0.4% | +19.0% | -19.4% | -4.9% |
| 30D | -9.9% | +23.6% | -33.5% | -15.0% |
| 3M | -1.2% | +8.2% | -9.4% | -3.8% |
| 6M | +11.3% | -35.3% | +46.6% | +21.7% |
| YTD | -4.0% | -60.7% | +56.7% | +17.7% |
| 1Y | -7.3% | -65.3% | +58.0% | +17.1% |
| 3Y | +42.8% | -80.6% | +123.3% | +83.2% |
| 5Y | +13.7% | -84.6% | +98.3% | +44.7% |
| All | +13.7% | -83.3% | +97.0% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling