+365.8%
TTD vs VIAV
+427.2%
-61.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.2% | -14.0% | -7.2% |
| 7D | +1.7% | +11.3% | -9.6% | -3.1% |
| 30D | +1.6% | -1.0% | +2.6% | -0.2% |
| 3M | -27.8% | -20.5% | -7.3% | -25.0% |
| 6M | -52.1% | +39.0% | -91.1% | -65.2% |
| YTD | -63.1% | +117.5% | -180.5% | -80.5% |
| 1Y | -73.1% | +233.8% | -306.8% | -89.6% |
| 3Y | -83.3% | +295.4% | -378.7% | -95.0% |
| 5Y | -80.6% | +134.3% | -214.9% | -91.0% |
| All | +365.8% | +427.2% | -61.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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