-81.2%
TTD vs VLTO
+56.1%
-137.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.8% | +14.6% | +15.0% |
| 7D | +19.0% | +2.0% | +16.9% | +17.6% |
| 30D | +23.6% | +21.8% | +1.8% | +9.0% |
| 3M | +8.2% | +20.2% | -12.0% | -3.8% |
| 6M | -35.3% | +36.3% | -71.6% | -46.9% |
| YTD | -60.7% | +18.8% | -79.5% | -65.0% |
| 1Y | -65.3% | +20.4% | -85.7% | -69.5% |
| 3Y | -80.6% | +71.9% | -152.5% | -86.4% |
| All | -81.2% | +56.1% | -137.3% | -86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling