+379.4%
TTD vs VCLT
+18.0%
+361.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.5% |
| 7D | +6.3% | -0.5% | +6.8% | +6.9% |
| 30D | -23.9% | -0.9% | -23.0% | -23.2% |
| 3M | -31.4% | -3.2% | -28.1% | -29.1% |
| 6M | -42.7% | -3.8% | -38.9% | -40.6% |
| YTD | -62.0% | -2.0% | -60.0% | -61.3% |
| 1Y | -72.2% | -0.8% | -71.4% | -72.0% |
| 3Y | -81.9% | +12.3% | -94.2% | -84.0% |
| 5Y | -81.5% | -15.4% | -66.1% | -79.1% |
| All | +379.4% | +18.0% | +361.4% | +400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling