+379.4%
TTD vs VCIT
+30.0%
+349.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | -0.3% | +6.7% | +7.0% |
| 30D | -23.9% | -0.8% | -23.1% | -22.8% |
| 3M | -31.4% | -1.0% | -30.4% | -30.0% |
| 6M | -42.7% | -1.8% | -40.8% | -40.7% |
| YTD | -62.0% | -0.7% | -61.3% | -61.5% |
| 1Y | -72.2% | +1.0% | -73.2% | -72.8% |
| 3Y | -81.9% | +18.8% | -100.8% | -87.1% |
| 5Y | -81.5% | +3.5% | -85.0% | -83.3% |
| All | +379.4% | +30.0% | +349.4% | +327.9% |
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