+412.3%
TTD vs VO
+200.0%
+212.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +19.9% | -0.2% | +20.1% | +20.8% |
| 30D | +27.6% | +0.5% | +27.2% | +27.4% |
| 3M | +15.2% | -1.1% | +16.3% | +17.9% |
| 6M | -33.2% | +6.4% | -39.6% | -40.1% |
| YTD | -59.4% | +13.5% | -72.9% | -67.9% |
| 1Y | -64.4% | +13.6% | -77.9% | -71.9% |
| 3Y | -75.9% | +65.2% | -141.1% | -90.1% |
| 5Y | -82.6% | +37.7% | -120.3% | -88.9% |
| 10Y | +558.1% | +198.4% | +359.7% | +38.7% |
| All | +412.3% | +200.0% | +212.3% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling