+550.5%
TTD vs VCIT
+29.7%
+520.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.1% | +15.4% | +15.4% |
| 7D | +19.0% | +0.7% | +18.2% | +17.4% |
| 30D | +23.6% | +1.8% | +21.8% | +19.8% |
| 3M | +8.2% | -1.6% | +9.7% | +11.5% |
| 6M | -35.3% | -2.1% | -33.2% | -32.6% |
| YTD | -60.7% | -1.6% | -59.1% | -59.5% |
| 1Y | -65.3% | -0.8% | -64.5% | -64.8% |
| 3Y | -80.6% | +19.9% | -100.5% | -86.3% |
| 5Y | -84.6% | +3.3% | -87.9% | -86.0% |
| 10Y | +550.5% | +30.6% | +519.9% | +425.4% |
| All | +550.5% | +29.7% | +520.9% | +425.4% |
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