+444.2%
V vs TTD
+574.0%
-129.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +15.5% | -15.6% | -2.2% |
| 7D | -0.8% | +19.0% | -19.8% | -3.2% |
| 30D | +9.5% | +23.6% | -14.1% | +6.2% |
| 3M | +16.7% | +8.2% | +8.5% | +15.0% |
| 6M | +32.9% | -35.3% | +68.3% | +39.2% |
| YTD | +21.1% | -60.7% | +81.8% | +34.5% |
| 1Y | +26.6% | -65.3% | +91.9% | +42.9% |
| 3Y | +78.4% | -80.6% | +158.9% | +103.9% |
| 5Y | +105.5% | -84.6% | +190.1% | +127.6% |
| 10Y | +444.2% | +550.5% | -106.3% | +266.0% |
| All | +444.2% | +574.0% | -129.8% | +266.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 10y: compounded portfolio wealth divided by compounded TTD 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…
10y analysis · Full analysis span regression · 6 months rolling