+420.9%
TTD vs VIG
+265.0%
+155.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | +21.3% | +3.5% | +17.8% | +15.1% |
| 30D | +28.7% | +4.9% | +23.8% | +19.6% |
| 3M | +7.7% | +2.5% | +5.2% | +4.0% |
| 6M | -23.5% | +11.0% | -34.5% | -35.3% |
| YTD | -58.7% | +16.0% | -74.7% | -67.7% |
| 1Y | -63.4% | +17.5% | -81.0% | -72.1% |
| 3Y | -75.3% | +67.0% | -142.3% | -89.5% |
| 5Y | -84.4% | +64.8% | -149.2% | -92.7% |
| 10Y | +516.1% | +263.6% | +252.5% | -20.4% |
| All | +420.9% | +265.0% | +155.9% | -25.9% |
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