-84.6%
TTD vs VO
+36.2%
-120.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.7% | +12.7% | +10.1% |
| 7D | +19.0% | -0.1% | +19.1% | +19.7% |
| 30D | +23.6% | +0.5% | +23.1% | +23.1% |
| 3M | +8.2% | -1.0% | +9.2% | +10.8% |
| 6M | -35.3% | +6.4% | -41.7% | -43.1% |
| YTD | -60.7% | +13.6% | -74.3% | -70.1% |
| 1Y | -65.3% | +14.5% | -79.8% | -74.2% |
| 3Y | -80.6% | +67.2% | -147.8% | -93.8% |
| 5Y | -84.6% | +36.1% | -120.7% | -90.4% |
| All | -84.6% | +36.2% | -120.8% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling