-83.3%
TTD vs VLTO
+69.5%
-152.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.7% |
| 7D | +5.2% | +5.4% | -0.2% | +2.0% |
| 30D | +6.9% | +22.3% | -15.4% | -5.8% |
| 3M | -26.8% | +19.6% | -46.4% | -34.7% |
| 6M | -46.1% | +35.2% | -81.3% | -55.5% |
| YTD | -65.9% | +17.9% | -83.8% | -69.5% |
| 1Y | -71.8% | +19.5% | -91.3% | -75.1% |
| 3Y | -83.3% | +73.9% | -157.2% | -87.1% |
| All | -83.3% | +69.5% | -152.8% | -87.1% |
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