-68.3%
TTD vs VEU
+23.8%
-92.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.6% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | +6.3% | -0.4% | +6.7% | +6.3% |
| 3M | -24.1% | +2.5% | -26.7% | -24.1% |
| 6M | -47.4% | +11.1% | -58.6% | -47.8% |
| YTD | -62.2% | +16.5% | -78.7% | -65.4% |
| 1Y | -68.3% | +22.9% | -91.2% | -72.2% |
| All | -68.3% | +23.8% | -92.1% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling