-72.2%
TTD vs VMC
-8.5%
-63.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.4% |
| 7D | +6.3% | -4.3% | +10.7% | +6.6% |
| 30D | -23.9% | -8.2% | -15.6% | -23.4% |
| 3M | -31.4% | -7.0% | -24.3% | -31.2% |
| 6M | -42.7% | -10.8% | -31.9% | -43.1% |
| YTD | -62.0% | -7.4% | -54.6% | -61.8% |
| 1Y | -72.2% | -9.5% | -62.7% | -71.9% |
| All | -72.2% | -8.5% | -63.7% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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