+364.1%
TTD vs VIG
+243.3%
+120.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.4% |
| 7D | -7.4% | -2.2% | -5.2% | -3.9% |
| 30D | +3.0% | -3.2% | +6.2% | +8.8% |
| 3M | -27.6% | +3.0% | -30.6% | -31.1% |
| 6M | -49.5% | +8.1% | -57.6% | -55.7% |
| YTD | -63.2% | +9.1% | -72.3% | -68.3% |
| 1Y | -69.7% | +12.6% | -82.3% | -75.3% |
| 3Y | -83.3% | +55.4% | -138.7% | -92.1% |
| 5Y | -80.8% | +62.8% | -143.6% | -90.8% |
| All | +364.1% | +243.3% | +120.9% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling