+379.4%
TTD vs IVZ
+68.6%
+310.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.9% |
| 7D | +6.3% | +0.6% | +5.7% | +5.9% |
| 30D | -23.9% | +4.0% | -27.9% | -25.3% |
| 3M | -31.4% | +18.2% | -49.6% | -37.2% |
| 6M | -42.7% | +32.8% | -75.5% | -51.1% |
| YTD | -62.0% | +28.7% | -90.7% | -67.1% |
| 1Y | -72.2% | +55.4% | -127.6% | -78.2% |
| 3Y | -81.9% | +135.2% | -217.2% | -89.0% |
| 5Y | -81.5% | +64.2% | -145.7% | -86.7% |
| All | +379.4% | +68.6% | +310.8% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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