+361.1%
TTD vs VLO
+921.0%
-559.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | -4.6% | +6.2% | -10.8% | -6.4% |
| 30D | +3.7% | +23.5% | -19.8% | -2.8% |
| 3M | -30.2% | +53.9% | -84.1% | -39.0% |
| 6M | -51.4% | +81.7% | -133.1% | -60.0% |
| YTD | -63.4% | +142.5% | -205.9% | -72.6% |
| 1Y | -73.5% | +145.4% | -219.0% | -80.3% |
| 3Y | -83.5% | +197.3% | -280.8% | -88.7% |
| 5Y | -80.9% | +614.6% | -695.5% | -90.7% |
| All | +361.1% | +921.0% | -559.9% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 10y: compounded portfolio wealth divided by compounded VLO 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…
10y analysis · Full analysis span regression · 6 months rolling