+508.5%
TTD vs VCLT
+21.5%
+486.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | +21.3% | -2.3% | +23.5% | +24.0% |
| 30D | +28.7% | +0.8% | +28.0% | +28.0% |
| 3M | +7.7% | -2.7% | +10.4% | +10.7% |
| 6M | -23.5% | -4.3% | -19.2% | -20.0% |
| YTD | -58.7% | -4.3% | -54.4% | -56.9% |
| 1Y | -63.4% | -4.4% | -59.1% | -61.8% |
| 3Y | -75.3% | +13.8% | -89.1% | -78.4% |
| 5Y | -84.4% | -17.0% | -67.4% | -82.0% |
| All | +508.5% | +21.5% | +486.9% | +523.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling