-80.6%
TTD vs VMC
+52.4%
-133.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.5% |
| 7D | +1.7% | -0.5% | +2.3% | +2.2% |
| 30D | +1.6% | -9.1% | +10.7% | +9.7% |
| 3M | -27.8% | -4.1% | -23.7% | -26.6% |
| 6M | -52.1% | -5.5% | -46.6% | -51.3% |
| YTD | -63.1% | -8.9% | -54.1% | -62.3% |
| 1Y | -73.1% | -12.9% | -60.1% | -71.6% |
| 3Y | -83.3% | +22.1% | -105.4% | -89.3% |
| 5Y | -80.6% | +52.7% | -133.3% | -89.5% |
| All | -80.6% | +52.4% | -133.0% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling