+430.9%
TTD vs VIG
+265.1%
+165.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.9% | +2.3% |
| 7D | +20.8% | -0.3% | +21.1% | +21.9% |
| 30D | +33.8% | +4.9% | +28.9% | +24.4% |
| 3M | +17.8% | +2.9% | +14.9% | +13.0% |
| 6M | -25.7% | +11.2% | -37.0% | -37.4% |
| YTD | -57.9% | +16.0% | -73.9% | -67.1% |
| 1Y | -63.8% | +17.0% | -80.8% | -72.2% |
| 3Y | -75.0% | +66.9% | -141.9% | -89.4% |
| 5Y | -82.5% | +65.8% | -148.4% | -91.9% |
| 10Y | +527.9% | +263.6% | +264.3% | -18.9% |
| All | +430.9% | +265.1% | +165.8% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling