+54.6%
VZ vs TTD
+345.6%
-290.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | +5.6% | -1.9% | +7.5% | +5.7% |
| 30D | +1.9% | +7.5% | -5.6% | +1.7% |
| 3M | +0.8% | -32.4% | +33.2% | +1.2% |
| 6M | +0.6% | -47.9% | +48.6% | +1.4% |
| YTD | +20.8% | -66.3% | +87.0% | +22.3% |
| 1Y | +23.9% | -73.1% | +97.1% | +25.9% |
| 3Y | +55.7% | -83.8% | +139.5% | +57.8% |
| 5Y | +21.5% | -81.3% | +102.9% | +21.2% |
| 10Y | +68.5% | +436.7% | -368.2% | +58.6% |
| All | +54.6% | +345.6% | -290.9% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling