+364.1%
TTD vs IAG
+368.3%
-4.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | -7.4% | -4.1% | -3.4% | -7.1% |
| 30D | +3.0% | +10.6% | -7.6% | +2.2% |
| 3M | -27.6% | +35.4% | -63.0% | -29.8% |
| 6M | -49.5% | -9.5% | -39.9% | -49.5% |
| YTD | -63.2% | +21.8% | -85.0% | -64.5% |
| 1Y | -69.7% | +84.1% | -153.9% | -72.2% |
| 3Y | -83.3% | +817.4% | -900.7% | -87.4% |
| 5Y | -80.8% | +830.1% | -910.9% | -86.0% |
| All | +364.1% | +368.3% | -4.2% | +255.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling