+527.9%
TTD vs VCIT
+30.4%
+497.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +20.8% | -0.5% | +21.3% | +21.8% |
| 30D | +33.8% | +1.0% | +32.8% | +31.4% |
| 3M | +17.8% | -1.4% | +19.2% | +21.0% |
| 6M | -25.7% | -2.1% | -23.6% | -22.7% |
| YTD | -57.9% | -1.8% | -56.1% | -56.5% |
| 1Y | -63.8% | -1.4% | -62.5% | -63.0% |
| 3Y | -75.0% | +19.3% | -94.3% | -82.2% |
| 5Y | -82.5% | +4.1% | -86.7% | -84.3% |
| 10Y | +527.9% | +30.9% | +497.0% | +415.5% |
| All | +527.9% | +30.4% | +497.5% | +415.5% |
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