-72.0%
TTD vs VTV
+28.2%
-100.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.2% |
| 7D | +3.7% | +1.8% | +1.9% | +2.9% |
| 30D | +10.4% | +6.0% | +4.4% | +8.1% |
| 3M | -31.6% | +3.7% | -35.2% | -32.6% |
| 6M | -45.1% | +13.9% | -59.1% | -46.5% |
| YTD | -65.1% | +22.8% | -87.9% | -68.2% |
| 1Y | -72.0% | +27.9% | -99.9% | -75.9% |
| All | -72.0% | +28.2% | -100.2% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling