-73.5%
TTD vs VMC
-15.3%
-58.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | -4.6% | -5.3% | +0.7% | -4.2% |
| 30D | +3.7% | -12.3% | +15.9% | +4.7% |
| 3M | -30.2% | -10.3% | -19.9% | -29.7% |
| 6M | -51.4% | -8.6% | -42.8% | -51.2% |
| YTD | -63.4% | -11.9% | -51.6% | -63.1% |
| 1Y | -73.5% | -13.9% | -59.6% | -73.0% |
| All | -73.5% | -15.3% | -58.2% | -73.0% |
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