+300.1%
IVV vs TTD
+345.6%
-45.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -4.0% |
| 7D | -4.8% | -1.9% | -2.8% | -4.5% |
| 30D | -5.9% | +7.5% | -13.4% | -6.8% |
| 3M | -4.5% | -32.4% | +27.9% | -0.6% |
| 6M | +1.8% | -47.9% | +49.8% | +9.0% |
| YTD | +8.4% | -66.3% | +74.6% | +21.4% |
| 1Y | +9.4% | -73.1% | +82.5% | +26.0% |
| 3Y | +75.3% | -83.8% | +159.1% | +103.7% |
| 5Y | +67.8% | -81.3% | +149.1% | +80.7% |
| 10Y | +314.2% | +436.7% | -122.5% | +230.5% |
| All | +300.1% | +345.6% | -45.5% | +221.8% |
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