+376.4%
TTD vs IQV
+237.1%
+139.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.4% |
| 7D | -0.6% | -2.2% | +1.6% | +1.1% |
| 30D | +6.3% | +8.3% | -2.0% | +0.1% |
| 3M | -24.1% | +44.6% | -68.7% | -43.6% |
| 6M | -47.4% | +52.6% | -100.0% | -63.2% |
| YTD | -62.2% | +16.1% | -78.4% | -67.9% |
| 1Y | -68.3% | +37.3% | -105.6% | -76.7% |
| 3Y | -83.4% | +21.6% | -105.0% | -87.8% |
| 5Y | -80.3% | +0.5% | -80.8% | -82.1% |
| All | +376.4% | +237.1% | +139.3% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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