+365.8%
IGV vs TTD
+401.9%
-36.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.1% | -1.3% |
| 7D | -4.5% | +6.3% | -10.8% | -5.9% |
| 30D | +3.2% | -23.9% | +27.1% | +8.5% |
| 3M | +4.5% | -31.4% | +35.9% | +12.2% |
| 6M | +22.1% | -42.7% | +64.8% | +35.1% |
| YTD | -1.0% | -62.0% | +60.9% | +19.6% |
| 1Y | -2.1% | -72.2% | +70.1% | +25.9% |
| 3Y | +44.6% | -81.9% | +126.5% | +86.8% |
| 5Y | +22.2% | -81.5% | +103.7% | +44.7% |
| All | +365.8% | +401.9% | -36.1% | +249.5% |
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 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