+430.9%
TTD vs IAG
+321.2%
+109.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.1% | +3.8% |
| 7D | +20.8% | +3.4% | +17.4% | +20.5% |
| 30D | +33.8% | -2.7% | +36.5% | +33.9% |
| 3M | +17.8% | -0.5% | +18.3% | +17.6% |
| 6M | -25.7% | -4.8% | -20.9% | -26.1% |
| YTD | -57.9% | +9.6% | -67.5% | -59.2% |
| 1Y | -63.8% | +32.2% | -96.0% | -65.7% |
| 3Y | -75.0% | +692.5% | -767.6% | -80.9% |
| 5Y | -82.5% | +447.6% | -530.1% | -86.9% |
| 10Y | +527.9% | +403.3% | +124.6% | +356.8% |
| All | +430.9% | +321.2% | +109.7% | +309.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling