-83.9%
TTD vs VTV
+66.4%
-150.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.5% |
| 7D | -7.4% | -2.1% | -5.4% | -5.1% |
| 30D | +3.0% | -1.3% | +4.4% | +4.8% |
| 3M | -27.6% | +5.6% | -33.2% | -32.3% |
| 6M | -49.5% | +12.4% | -61.9% | -56.4% |
| YTD | -63.2% | +17.6% | -80.8% | -70.4% |
| 1Y | -69.7% | +23.5% | -93.2% | -77.3% |
| All | -83.9% | +66.4% | -150.3% | -92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling