-83.3%
TTD vs VIG
+57.1%
-140.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -1.7% |
| 7D | +1.7% | -0.4% | +2.1% | +2.4% |
| 30D | +1.6% | -2.1% | +3.7% | +4.9% |
| 3M | -27.8% | +3.3% | -31.2% | -31.2% |
| 6M | -52.1% | +9.3% | -61.4% | -58.0% |
| YTD | -63.1% | +10.1% | -73.2% | -68.1% |
| 1Y | -73.1% | +14.7% | -87.8% | -78.3% |
| 3Y | -83.3% | +56.9% | -140.2% | -92.4% |
| All | -83.3% | +57.1% | -140.4% | -92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling