+420.9%
TTD vs VEEV
+636.0%
-215.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +21.3% | -0.7% | +22.0% | +22.0% |
| 30D | +28.7% | +1.4% | +27.3% | +27.4% |
| 3M | +7.7% | +19.4% | -11.7% | -6.8% |
| 6M | -23.5% | +93.6% | -117.1% | -54.7% |
| YTD | -58.7% | +35.1% | -93.8% | -68.3% |
| 1Y | -63.4% | +3.4% | -66.8% | -66.0% |
| 3Y | -75.3% | +81.4% | -156.7% | -86.7% |
| 5Y | -84.4% | -5.1% | -79.3% | -85.9% |
| 10Y | +516.1% | +661.2% | -145.1% | +59.9% |
| All | +420.9% | +636.0% | -215.0% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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