-83.3%
TTD vs VO
+57.7%
-141.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.0% |
| 7D | +1.7% | +0.6% | +1.1% | +0.9% |
| 30D | +1.6% | -1.1% | +2.7% | +3.3% |
| 3M | -27.8% | +4.5% | -32.4% | -32.6% |
| 6M | -52.1% | +11.1% | -63.2% | -59.4% |
| YTD | -63.1% | +13.5% | -76.6% | -69.9% |
| 1Y | -73.1% | +14.5% | -87.5% | -78.4% |
| 3Y | -83.3% | +58.1% | -141.4% | -92.1% |
| All | -83.3% | +57.7% | -141.0% | -92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling