+414.0%
TTD vs IAG
+299.5%
+114.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.1% | +2.0% | -2.8% |
| 7D | +20.8% | -2.1% | +22.8% | +21.0% |
| 30D | +27.1% | -6.2% | +33.3% | +27.6% |
| 3M | +14.7% | -5.1% | +19.8% | +14.8% |
| 6M | -26.8% | -10.0% | -16.8% | -26.9% |
| YTD | -59.2% | +3.9% | -63.2% | -60.3% |
| 1Y | -64.7% | +18.9% | -83.5% | -66.1% |
| 3Y | -75.8% | +651.8% | -727.6% | -81.4% |
| 5Y | -84.6% | +416.3% | -500.8% | -88.4% |
| 10Y | +507.9% | +377.4% | +130.4% | +344.0% |
| All | +414.0% | +299.5% | +114.4% | +298.0% |
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