+464.6%
TTD vs VCIT
+28.8%
+435.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.2% |
| 7D | +5.2% | +0.1% | +5.1% | +5.0% |
| 30D | +6.9% | +1.9% | +5.0% | +3.4% |
| 3M | -26.8% | -1.4% | -25.4% | -24.8% |
| 6M | -46.1% | -2.1% | -44.0% | -43.9% |
| YTD | -65.9% | -1.6% | -64.3% | -64.9% |
| 1Y | -71.8% | -0.9% | -70.9% | -71.4% |
| 3Y | -83.3% | +20.0% | -103.3% | -88.2% |
| 5Y | -81.1% | +3.1% | -84.3% | -82.8% |
| All | +464.6% | +28.8% | +435.8% | +340.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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