-80.7%
TTD vs VCLT
-15.4%
-65.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +1.7% | +0.3% | +1.4% | +1.4% |
| 30D | +1.6% | -0.6% | +2.2% | +2.3% |
| 3M | -27.8% | -2.2% | -25.6% | -26.1% |
| 6M | -52.1% | -2.9% | -49.2% | -50.7% |
| YTD | -63.1% | -2.1% | -61.0% | -62.3% |
| 1Y | -73.1% | -2.6% | -70.5% | -72.4% |
| 3Y | -83.3% | +12.5% | -95.8% | -85.6% |
| All | -80.7% | -15.4% | -65.4% | -80.0% |
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