+379.4%
TTD vs VEEV
+571.4%
-192.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -2.0% |
| 7D | +6.3% | -0.6% | +6.9% | +6.8% |
| 30D | -23.9% | +28.8% | -52.7% | -38.5% |
| 3M | -31.4% | +54.0% | -85.4% | -51.6% |
| 6M | -42.7% | +46.0% | -88.6% | -58.0% |
| YTD | -62.0% | +23.2% | -85.2% | -68.6% |
| 1Y | -72.2% | +1.9% | -74.1% | -73.9% |
| 3Y | -81.9% | +27.0% | -109.0% | -87.1% |
| 5Y | -81.5% | -13.4% | -68.2% | -82.0% |
| All | +379.4% | +571.4% | -192.0% | +37.7% |
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