-75.7%
TTD vs VLTO
+70.5%
-146.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.2% |
| 7D | +19.9% | +1.6% | +18.3% | +18.8% |
| 30D | +27.6% | +22.0% | +5.7% | +12.2% |
| 3M | +15.2% | +21.9% | -6.7% | +1.2% |
| 6M | -33.2% | +36.5% | -69.7% | -45.5% |
| YTD | -59.4% | +19.0% | -78.4% | -64.0% |
| 1Y | -64.4% | +21.0% | -85.3% | -68.8% |
| All | -75.7% | +70.5% | -146.2% | -82.5% |
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