-83.9%
TTD vs VYM
+64.0%
-147.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +1.3% |
| 7D | -7.4% | -1.9% | -5.6% | -5.2% |
| 30D | +3.0% | -2.6% | +5.6% | +6.5% |
| 3M | -27.6% | +3.6% | -31.2% | -30.7% |
| 6M | -49.5% | +8.7% | -58.2% | -54.6% |
| YTD | -63.2% | +14.1% | -77.3% | -69.2% |
| 1Y | -69.7% | +17.8% | -87.5% | -75.9% |
| All | -83.9% | +64.0% | -147.8% | -92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling