-80.9%
TTD vs VEU
+56.2%
-137.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +0.2% |
| 7D | -4.6% | +0.3% | -4.9% | -5.0% |
| 30D | +3.7% | +0.7% | +3.0% | +2.5% |
| 3M | -30.2% | +4.7% | -34.9% | -36.3% |
| 6M | -51.4% | +11.6% | -63.0% | -61.2% |
| YTD | -63.4% | +16.8% | -80.2% | -73.8% |
| 1Y | -73.5% | +24.9% | -98.4% | -83.4% |
| 3Y | -83.5% | +75.7% | -159.2% | -95.0% |
| 5Y | -80.9% | +56.1% | -137.1% | -91.2% |
| All | -80.9% | +56.2% | -137.1% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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