+508.5%
TTD vs VFC
-48.6%
+557.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.9% | +0.2% |
| 7D | +21.3% | +1.6% | +19.6% | +20.7% |
| 30D | +28.7% | +25.5% | +3.3% | +18.9% |
| 3M | +7.7% | +41.3% | -33.6% | -5.2% |
| 6M | -23.5% | +22.2% | -45.7% | -30.0% |
| YTD | -58.7% | +16.4% | -75.1% | -62.1% |
| 1Y | -63.4% | +38.4% | -101.8% | -68.8% |
| 3Y | -75.3% | +56.2% | -131.5% | -83.5% |
| 5Y | -84.4% | -68.2% | -16.2% | -76.9% |
| All | +508.5% | -48.6% | +557.1% | +787.2% |
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