+325.6%
TTD vs VCIT
+29.0%
+296.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.6% |
| 7D | -1.9% | +0.5% | -2.4% | -2.8% |
| 30D | +7.5% | +2.1% | +5.4% | +3.6% |
| 3M | -32.4% | -1.6% | -30.9% | -30.4% |
| 6M | -47.9% | -1.6% | -46.4% | -46.3% |
| YTD | -66.3% | -1.5% | -64.7% | -65.3% |
| 1Y | -73.1% | -0.4% | -72.8% | -73.0% |
| 3Y | -83.8% | +19.6% | -103.4% | -88.6% |
| 5Y | -81.3% | +3.3% | -84.6% | -83.0% |
| 10Y | +436.7% | +28.9% | +407.8% | +376.9% |
| All | +325.6% | +29.0% | +296.6% | +285.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling