+364.1%
TTD vs VCLT
+16.4%
+347.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.8% |
| 7D | -7.4% | -1.3% | -6.1% | -6.3% |
| 30D | +3.0% | -1.1% | +4.1% | +4.2% |
| 3M | -27.6% | -3.7% | -23.9% | -24.9% |
| 6M | -49.5% | -4.0% | -45.5% | -47.5% |
| YTD | -63.2% | -3.4% | -59.8% | -62.0% |
| 1Y | -69.7% | -4.1% | -65.6% | -68.5% |
| 3Y | -83.3% | +11.0% | -94.3% | -85.1% |
| 5Y | -80.8% | -17.0% | -63.8% | -77.9% |
| All | +364.1% | +16.4% | +347.7% | +390.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling