+365.8%
TTD vs VWO
+114.9%
+250.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.4% |
| 7D | +1.7% | +0.9% | +0.8% | +0.5% |
| 30D | +1.6% | +1.3% | +0.3% | -0.2% |
| 3M | -27.8% | +5.1% | -32.9% | -33.5% |
| 6M | -52.1% | +12.5% | -64.7% | -60.6% |
| YTD | -63.1% | +14.0% | -77.1% | -70.4% |
| 1Y | -73.1% | +19.7% | -92.8% | -80.0% |
| 3Y | -83.3% | +66.8% | -150.1% | -92.4% |
| 5Y | -80.6% | +36.2% | -116.8% | -87.4% |
| All | +365.8% | +114.9% | +250.9% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling