+379.4%
TTD vs VIG
+249.5%
+129.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.6% |
| 7D | +6.3% | -0.4% | +6.8% | +7.2% |
| 30D | -23.9% | -1.0% | -22.9% | -22.7% |
| 3M | -31.4% | +2.8% | -34.2% | -34.4% |
| 6M | -42.7% | +8.2% | -50.9% | -49.9% |
| YTD | -62.0% | +11.0% | -73.0% | -68.2% |
| 1Y | -72.2% | +16.1% | -88.4% | -78.5% |
| 3Y | -81.9% | +56.2% | -138.1% | -91.5% |
| 5Y | -81.5% | +63.0% | -144.5% | -91.2% |
| All | +379.4% | +249.5% | +129.9% | -27.1% |
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