+306.5%
IVV vs TTD
+435.2%
-128.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -2.7% | +5.2% | -7.9% | -3.3% |
| 30D | -5.4% | +6.9% | -12.3% | -6.2% |
| 3M | -4.1% | -26.8% | +22.8% | -1.0% |
| 6M | +0.7% | -46.1% | +46.9% | +7.4% |
| YTD | +8.7% | -65.9% | +74.7% | +21.9% |
| 1Y | +11.0% | -71.8% | +82.8% | +27.3% |
| 3Y | +75.4% | -83.3% | +158.7% | +103.5% |
| 5Y | +68.3% | -81.1% | +149.5% | +81.2% |
| All | +306.5% | +435.2% | -128.7% | +224.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling