-80.8%
TTD vs VLO
+567.8%
-648.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | +5.2% | +1.1% | +5.1% |
| 30D | -23.9% | +22.6% | -46.5% | -27.5% |
| 3M | -31.4% | +43.8% | -75.2% | -37.3% |
| 6M | -42.7% | +65.7% | -108.4% | -49.8% |
| YTD | -62.0% | +131.1% | -193.1% | -69.6% |
| 1Y | -72.2% | +143.6% | -215.8% | -78.1% |
| 3Y | -81.9% | +201.4% | -283.3% | -86.9% |
| All | -80.8% | +567.8% | -648.6% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling