+351.9%
IGV vs TTD
+438.1%
-86.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | +2.5% | +20.8% | -18.3% | -1.9% |
| 30D | -8.6% | +27.1% | -35.7% | -13.6% |
| 3M | -1.6% | +14.7% | -16.3% | -5.0% |
| 6M | +13.4% | -26.8% | +40.3% | +19.3% |
| YTD | -4.0% | -59.2% | +55.3% | +13.7% |
| 1Y | -7.6% | -64.7% | +57.0% | +12.7% |
| 3Y | +39.3% | -75.8% | +115.1% | +68.9% |
| 5Y | +14.5% | -84.6% | +99.1% | +41.3% |
| 10Y | +358.7% | +507.9% | -149.1% | +235.2% |
| All | +351.9% | +438.1% | -86.1% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling