-64.4%
TTD vs VMC
+0.8%
-65.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.5% |
| 7D | +19.9% | +1.1% | +18.8% | +19.7% |
| 30D | +27.6% | +17.7% | +10.0% | +24.2% |
| 3M | +15.2% | +1.1% | +14.1% | +13.9% |
| 6M | -33.2% | +1.8% | -35.0% | -34.2% |
| YTD | -59.4% | +1.5% | -60.9% | -60.4% |
| 1Y | -64.4% | -1.1% | -63.2% | -65.3% |
| All | -64.4% | +0.8% | -65.1% | -65.3% |
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