+476.5%
V vs TTD
+505.0%
-28.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -0.4% | +20.8% | -21.1% | -3.0% |
| 30D | +6.3% | +27.1% | -20.8% | +2.7% |
| 3M | +17.2% | +14.7% | +2.5% | +14.5% |
| 6M | +29.2% | -26.8% | +56.1% | +33.2% |
| YTD | +20.8% | -59.2% | +80.0% | +33.6% |
| 1Y | +25.0% | -64.7% | +89.7% | +40.8% |
| 3Y | +75.3% | -75.8% | +151.1% | +94.7% |
| 5Y | +105.8% | -84.6% | +190.4% | +128.5% |
| All | +476.5% | +505.0% | -28.5% | +283.7% |
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