+430.9%
TTD vs VMC
+187.8%
+243.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.7% | +4.3% |
| 7D | +20.8% | -4.3% | +25.1% | +24.2% |
| 30D | +33.8% | +16.2% | +17.6% | +22.0% |
| 3M | +17.8% | -0.8% | +18.7% | +18.0% |
| 6M | -25.7% | +1.2% | -26.9% | -27.2% |
| YTD | -57.9% | +0.5% | -58.4% | -59.4% |
| 1Y | -63.8% | -2.9% | -60.9% | -64.4% |
| 3Y | -75.0% | +37.3% | -112.4% | -81.1% |
| 5Y | -82.5% | +48.8% | -131.3% | -87.2% |
| 10Y | +527.9% | +131.4% | +396.5% | +233.2% |
| All | +430.9% | +187.8% | +243.1% | +150.0% |
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 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