+558.1%
TTD vs VFC
-46.8%
+604.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.5% |
| 7D | +19.9% | +3.5% | +16.4% | +18.6% |
| 30D | +27.6% | +38.3% | -10.6% | +13.7% |
| 3M | +15.2% | +40.2% | -25.0% | +1.7% |
| 6M | -33.2% | +10.6% | -43.8% | -36.6% |
| YTD | -59.4% | +16.7% | -76.1% | -62.8% |
| 1Y | -64.4% | +45.0% | -109.3% | -70.2% |
| 3Y | -75.9% | +48.8% | -124.7% | -83.5% |
| 5Y | -82.6% | -67.6% | -15.0% | -74.5% |
| 10Y | +558.1% | -47.5% | +605.7% | +869.8% |
| All | +558.1% | -46.8% | +604.9% | +869.8% |
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