-88.0%
TTD vs VG
-39.3%
-48.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | +6.3% | +1.7% | +4.6% | +6.1% |
| 30D | -23.9% | +16.0% | -39.9% | -25.3% |
| 3M | -31.4% | +9.7% | -41.1% | -32.8% |
| 6M | -42.7% | +29.6% | -72.2% | -46.6% |
| YTD | -62.0% | +112.0% | -174.0% | -67.7% |
| 1Y | -72.2% | +12.8% | -85.0% | -73.9% |
| All | -88.0% | -39.3% | -48.6% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling