-72.2%
TTD vs IAG
+119.5%
-191.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -4.7% |
| 7D | +6.3% | -0.5% | +6.9% | +6.2% |
| 30D | -23.9% | +28.9% | -52.8% | -20.1% |
| 3M | -31.4% | +19.1% | -50.5% | -28.2% |
| 6M | -42.7% | -10.3% | -32.4% | -41.2% |
| YTD | -62.0% | +24.2% | -86.2% | -60.2% |
| 1Y | -72.2% | +116.5% | -188.7% | -67.2% |
| All | -72.2% | +119.5% | -191.7% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling