-81.8%
TTD vs VLTO
+27.2%
-109.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.3% |
| 7D | +6.3% | -2.3% | +8.6% | +8.0% |
| 30D | -23.9% | -0.9% | -23.0% | -23.5% |
| 3M | -31.4% | +13.8% | -45.2% | -36.8% |
| 6M | -42.7% | +2.0% | -44.7% | -43.5% |
| YTD | -62.0% | -3.2% | -58.8% | -61.4% |
| 1Y | -72.2% | -9.2% | -63.0% | -70.8% |
| All | -81.8% | +27.2% | -109.0% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling