-80.6%
TTD vs IAG
+766.8%
-847.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.7% |
| 7D | +1.7% | +4.3% | -2.5% | +1.4% |
| 30D | +1.6% | +9.8% | -8.2% | +0.6% |
| 3M | -27.8% | +28.9% | -56.8% | -30.1% |
| 6M | -52.1% | -7.6% | -44.5% | -52.1% |
| YTD | -63.1% | +22.0% | -85.0% | -64.9% |
| 1Y | -73.1% | +99.5% | -172.6% | -76.4% |
| 3Y | -83.3% | +818.3% | -901.6% | -89.1% |
| 5Y | -80.6% | +785.9% | -866.5% | -87.3% |
| All | -80.6% | +766.8% | -847.4% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling