-75.3%
TTD vs VEU
+70.2%
-145.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +21.3% | +2.1% | +19.2% | +19.5% |
| 30D | +28.7% | -0.9% | +29.7% | +30.0% |
| 3M | +7.7% | -5.4% | +13.1% | +12.6% |
| 6M | -23.5% | -1.8% | -21.7% | -23.1% |
| YTD | -58.7% | +10.9% | -69.6% | -64.7% |
| 1Y | -63.4% | +13.6% | -77.0% | -69.8% |
| 3Y | -75.3% | +69.3% | -144.5% | -89.5% |
| All | -75.3% | +70.2% | -145.5% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling