-84.0%
TTD vs VMC
+17.4%
-101.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.3% |
| 7D | -4.6% | -5.3% | +0.7% | -2.5% |
| 30D | +3.7% | -12.3% | +15.9% | +9.2% |
| 3M | -30.2% | -10.3% | -19.9% | -27.5% |
| 6M | -51.4% | -8.6% | -42.8% | -50.2% |
| YTD | -63.4% | -11.9% | -51.6% | -62.5% |
| 1Y | -73.5% | -13.9% | -59.6% | -72.7% |
| All | -84.0% | +17.4% | -101.4% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling