-64.4%
TTD vs VG
+35.0%
-99.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.3% |
| 7D | +19.9% | -7.7% | +27.6% | +19.7% |
| 30D | +27.6% | -8.8% | +36.5% | +27.4% |
| 3M | +15.2% | -15.6% | +30.8% | +14.9% |
| 6M | -33.2% | +5.2% | -38.4% | -33.9% |
| YTD | -59.4% | +76.9% | -136.3% | -60.9% |
| 1Y | -64.4% | +42.5% | -106.9% | -65.8% |
| All | -64.4% | +35.0% | -99.4% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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