-82.5%
TTD vs VCLT
-16.2%
-66.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.4% |
| 7D | +20.8% | -0.6% | +21.4% | +21.5% |
| 30D | +33.8% | +2.8% | +31.1% | +30.2% |
| 3M | +17.8% | -0.4% | +18.2% | +18.5% |
| 6M | -25.7% | -3.1% | -22.6% | -23.1% |
| YTD | -57.9% | -2.7% | -55.2% | -56.7% |
| 1Y | -63.8% | -3.7% | -60.2% | -62.4% |
| 3Y | -75.0% | +15.6% | -90.6% | -79.3% |
| 5Y | -82.5% | -15.8% | -66.8% | -82.5% |
| All | -82.5% | -16.2% | -66.3% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling