+365.8%
TTD vs VTV
+233.7%
+132.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -1.8% |
| 7D | +1.7% | +0.3% | +1.4% | +1.4% |
| 30D | +1.6% | +0.1% | +1.4% | +1.5% |
| 3M | -27.8% | +6.2% | -34.0% | -33.5% |
| 6M | -52.1% | +13.5% | -65.6% | -59.8% |
| YTD | -63.1% | +18.9% | -81.9% | -71.1% |
| 1Y | -73.1% | +25.8% | -98.8% | -80.5% |
| 3Y | -83.3% | +68.7% | -152.0% | -91.9% |
| 5Y | -80.6% | +80.3% | -160.9% | -90.8% |
| All | +365.8% | +233.7% | +132.1% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling