+396.0%
TTD vs VLO
+836.5%
-440.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +3.0% | +12.5% | +14.6% |
| 7D | +19.0% | -6.5% | +25.4% | +21.3% |
| 30D | +23.6% | -17.8% | +41.3% | +30.1% |
| 3M | +8.2% | +19.6% | -11.4% | +1.5% |
| 6M | -35.3% | +49.3% | -84.6% | -43.6% |
| YTD | -60.7% | +122.4% | -183.1% | -70.0% |
| 1Y | -65.3% | +107.4% | -172.7% | -73.0% |
| 3Y | -80.6% | +223.1% | -303.6% | -87.2% |
| 5Y | -84.6% | +432.2% | -516.8% | -91.8% |
| 10Y | +550.5% | +743.6% | -193.1% | +160.6% |
| All | +396.0% | +836.5% | -440.5% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling