+414.0%
TTD vs IVZ
+45.1%
+368.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +20.8% | +5.1% | +15.6% | +18.2% |
| 30D | +27.1% | -1.6% | +28.7% | +28.4% |
| 3M | +14.7% | -9.1% | +23.8% | +20.2% |
| 6M | -26.8% | +1.8% | -28.6% | -28.0% |
| YTD | -59.2% | +10.8% | -70.1% | -62.0% |
| 1Y | -64.7% | +19.1% | -83.8% | -68.3% |
| 3Y | -75.8% | +144.4% | -220.3% | -85.5% |
| 5Y | -84.6% | +33.6% | -118.1% | -87.7% |
| 10Y | +507.9% | +41.7% | +466.2% | +339.2% |
| All | +414.0% | +45.1% | +368.8% | +289.7% |
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