-81.3%
TTD vs VIK
+244.4%
-325.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.4% | +2.7% |
| 7D | +20.8% | -1.2% | +22.0% | +21.4% |
| 30D | +33.8% | +11.5% | +22.3% | +28.0% |
| 3M | +17.8% | -11.3% | +29.2% | +23.1% |
| 6M | -25.7% | +11.3% | -37.1% | -29.7% |
| YTD | -57.9% | +26.1% | -84.0% | -63.4% |
| 1Y | -63.8% | +50.0% | -113.8% | -71.7% |
| All | -81.3% | +244.4% | -325.7% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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