-72.0%
TTD vs VLTO
+18.3%
-90.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | +3.7% | +13.8% | -10.1% | -3.4% |
| 30D | +10.4% | +21.2% | -10.7% | -0.9% |
| 3M | -31.6% | +21.5% | -53.1% | -38.8% |
| 6M | -45.1% | +33.0% | -78.1% | -53.3% |
| YTD | -65.1% | +17.8% | -82.9% | -69.2% |
| 1Y | -72.0% | +18.1% | -90.1% | -75.3% |
| All | -72.0% | +18.3% | -90.3% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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