+22.0%
IGV vs TTD
-81.3%
+103.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.1% |
| 7D | -3.3% | +1.7% | -5.1% | -3.8% |
| 30D | 0.0% | +1.6% | -1.6% | -0.6% |
| 3M | +7.3% | -27.8% | +35.2% | +14.7% |
| 6M | +16.7% | -52.1% | +68.8% | +36.9% |
| YTD | -2.8% | -63.1% | +60.2% | +20.6% |
| 1Y | -6.7% | -73.1% | +66.4% | +24.2% |
| 3Y | +41.1% | -83.3% | +124.4% | +88.1% |
| 5Y | +22.0% | -80.6% | +102.6% | +43.5% |
| All | +22.0% | -81.3% | +103.3% | +43.5% |
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 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