+412.3%
TTD vs VLO
+820.6%
-408.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.8% |
| 7D | +19.9% | -9.5% | +29.4% | +23.4% |
| 30D | +27.6% | -19.1% | +46.8% | +35.1% |
| 3M | +15.2% | +11.4% | +3.8% | +10.4% |
| 6M | -33.2% | +46.7% | -79.9% | -41.4% |
| YTD | -59.4% | +118.6% | -178.0% | -68.9% |
| 1Y | -64.4% | +99.9% | -164.2% | -72.0% |
| 3Y | -75.9% | +210.5% | -286.4% | -83.9% |
| 5Y | -82.6% | +432.7% | -515.3% | -90.7% |
| 10Y | +558.1% | +717.1% | -159.0% | +168.2% |
| All | +412.3% | +820.6% | -408.4% | +86.7% |
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