-68.3%
TTD vs VYM
+18.4%
-86.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.3% |
| 7D | -0.6% | -0.8% | +0.2% | -0.2% |
| 30D | +6.3% | -2.2% | +8.6% | +7.5% |
| 3M | -24.1% | +3.1% | -27.2% | -24.9% |
| 6M | -47.4% | +9.7% | -57.2% | -49.2% |
| YTD | -62.2% | +14.9% | -77.1% | -64.9% |
| 1Y | -68.3% | +17.6% | -85.9% | -71.1% |
| All | -68.3% | +18.4% | -86.7% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling