+361.1%
TTD vs VFC
-67.8%
+428.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.2% |
| 7D | -4.6% | -2.3% | -2.3% | -3.8% |
| 30D | +3.7% | -13.4% | +17.0% | +9.0% |
| 3M | -30.2% | -23.7% | -6.5% | -24.1% |
| 6M | -51.4% | -24.5% | -26.9% | -47.4% |
| YTD | -63.4% | -27.8% | -35.6% | -60.1% |
| 1Y | -73.5% | -13.5% | -60.1% | -73.5% |
| 3Y | -83.5% | -27.1% | -56.3% | -85.3% |
| 5Y | -80.9% | -79.0% | -1.9% | -67.6% |
| All | +361.1% | -67.8% | +428.9% | +701.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VFC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling