+365.8%
TTD vs VFC
-67.1%
+432.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.2% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | +1.6% | -11.9% | +13.5% | +6.2% |
| 3M | -27.8% | -20.2% | -7.7% | -22.7% |
| 6M | -52.1% | -23.0% | -29.1% | -48.5% |
| YTD | -63.1% | -26.2% | -36.8% | -60.0% |
| 1Y | -73.1% | -13.3% | -59.7% | -73.1% |
| 3Y | -83.3% | -25.5% | -57.8% | -85.2% |
| 5Y | -80.6% | -78.1% | -2.5% | -67.5% |
| All | +365.8% | -67.1% | +432.9% | +703.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling