-63.4%
TTD vs VMC
-5.0%
-58.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.5% |
| 7D | +21.3% | -1.3% | +22.5% | +21.7% |
| 30D | +28.7% | +15.5% | +13.3% | +26.1% |
| 3M | +7.7% | +0.6% | +7.1% | +6.9% |
| 6M | -23.5% | +2.1% | -25.5% | -24.1% |
| YTD | -58.7% | -1.6% | -57.1% | -59.1% |
| 1Y | -63.4% | -1.2% | -62.2% | -64.0% |
| All | -63.4% | -5.0% | -58.5% | -64.0% |
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