+72.2%
V vs TTD
-81.6%
+153.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.5% |
| 7D | -1.7% | +6.3% | -8.0% | -2.4% |
| 30D | +2.0% | -23.9% | +25.9% | +4.6% |
| 3M | +17.4% | -31.4% | +48.7% | +21.6% |
| 6M | +17.5% | -42.7% | +60.2% | +23.4% |
| YTD | +7.6% | -62.0% | +69.6% | +17.9% |
| 1Y | +7.7% | -72.2% | +79.9% | +21.8% |
| 3Y | +54.7% | -81.9% | +136.6% | +72.5% |
| All | +72.2% | -81.6% | +153.8% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling