-83.1%
TTD vs VIK
+228.1%
-311.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.5% |
| 7D | +6.3% | -3.0% | +9.4% | +7.6% |
| 30D | -23.9% | -20.7% | -3.2% | -16.6% |
| 3M | -31.4% | -4.6% | -26.7% | -30.5% |
| 6M | -42.7% | +14.0% | -56.7% | -47.3% |
| YTD | -62.0% | +20.2% | -82.2% | -66.2% |
| 1Y | -72.2% | +36.0% | -108.2% | -77.3% |
| All | -83.1% | +228.1% | -311.3% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling