-79.9%
TTD vs VWO
+34.0%
-113.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +1.7% |
| 7D | -0.6% | -1.8% | +1.2% | +1.9% |
| 30D | +6.3% | -0.1% | +6.4% | +6.3% |
| 3M | -24.1% | +2.2% | -26.4% | -27.6% |
| 6M | -47.4% | +8.8% | -56.2% | -55.3% |
| YTD | -62.2% | +12.4% | -74.6% | -70.0% |
| 1Y | -68.3% | +15.6% | -83.9% | -76.1% |
| 3Y | -83.4% | +62.5% | -146.0% | -93.6% |
| All | -79.9% | +34.0% | -113.9% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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