-80.8%
TTD vs VTV
+78.5%
-159.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.8% |
| 7D | -7.4% | -2.1% | -5.4% | -4.2% |
| 30D | +3.0% | -1.3% | +4.4% | +5.4% |
| 3M | -27.6% | +5.6% | -33.2% | -34.1% |
| 6M | -49.5% | +12.4% | -61.9% | -58.9% |
| YTD | -63.2% | +17.6% | -80.8% | -72.6% |
| 1Y | -69.7% | +23.5% | -93.2% | -79.4% |
| 3Y | -83.3% | +67.0% | -150.4% | -93.8% |
| 5Y | -80.8% | +80.5% | -161.3% | -93.1% |
| All | -80.8% | +78.5% | -159.3% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling