+379.4%
TTD vs VMC
+165.3%
+214.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.9% |
| 7D | +6.3% | -4.3% | +10.7% | +9.1% |
| 30D | -23.9% | -8.2% | -15.6% | -20.1% |
| 3M | -31.4% | -7.0% | -24.3% | -28.9% |
| 6M | -42.7% | -10.8% | -31.9% | -39.7% |
| YTD | -62.0% | -7.4% | -54.6% | -61.4% |
| 1Y | -72.2% | -9.5% | -62.7% | -71.6% |
| 3Y | -81.9% | +20.5% | -102.4% | -85.1% |
| 5Y | -81.5% | +51.6% | -133.1% | -86.3% |
| All | +379.4% | +165.3% | +214.1% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling