-69.7%
TTD vs VLO
+144.1%
-213.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.8% |
| 7D | -7.4% | +4.0% | -11.4% | -8.0% |
| 30D | +3.0% | +19.0% | -16.0% | +0.2% |
| 3M | -27.6% | +50.0% | -77.6% | -32.0% |
| 6M | -49.5% | +79.1% | -128.6% | -54.6% |
| YTD | -63.2% | +140.3% | -203.5% | -69.4% |
| 1Y | -69.7% | +148.3% | -218.1% | -74.2% |
| All | -69.7% | +144.1% | -213.8% | -74.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling