+76.9%
IVV vs TTD
-75.0%
+151.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -0.7% |
| 7D | -0.6% | +19.9% | -20.5% | -2.3% |
| 30D | -3.7% | +27.6% | -31.3% | -5.9% |
| 3M | -2.7% | +15.2% | -17.9% | -4.3% |
| 6M | +2.2% | -33.2% | +35.4% | +5.2% |
| YTD | +10.9% | -59.4% | +70.3% | +19.5% |
| 1Y | +11.3% | -64.4% | +75.7% | +21.6% |
| 3Y | +76.9% | -75.9% | +152.8% | +83.0% |
| All | +76.9% | -75.0% | +151.9% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling