+361.1%
TTD vs VO
+197.5%
+163.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +0.4% |
| 7D | -4.6% | -0.6% | -4.0% | -3.6% |
| 30D | +3.7% | -1.9% | +5.6% | +7.3% |
| 3M | -30.2% | +3.3% | -33.5% | -34.2% |
| 6M | -51.4% | +9.7% | -61.1% | -59.2% |
| YTD | -63.4% | +12.6% | -76.0% | -70.8% |
| 1Y | -73.5% | +13.6% | -87.2% | -79.2% |
| 3Y | -83.5% | +56.8% | -140.3% | -92.5% |
| 5Y | -80.9% | +42.3% | -123.2% | -88.4% |
| All | +361.1% | +197.5% | +163.6% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling