+379.4%
TTD vs IAG
+377.4%
+2.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -4.2% |
| 7D | +6.3% | -0.5% | +6.9% | +6.4% |
| 30D | -23.9% | +28.9% | -52.8% | -25.7% |
| 3M | -31.4% | +19.1% | -50.5% | -32.7% |
| 6M | -42.7% | -10.3% | -32.4% | -42.7% |
| YTD | -62.0% | +24.2% | -86.2% | -63.4% |
| 1Y | -72.2% | +116.5% | -188.7% | -74.9% |
| 3Y | -81.9% | +742.8% | -824.7% | -86.2% |
| 5Y | -81.5% | +753.3% | -834.9% | -86.5% |
| All | +379.4% | +377.4% | +2.0% | +267.0% |
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