-83.3%
TTD vs VFC
+39.5%
-122.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +5.2% | +11.2% | -6.0% | +2.7% |
| 30D | +6.9% | +41.5% | -34.6% | -1.2% |
| 3M | -26.8% | +38.9% | -65.8% | -32.3% |
| 6M | -46.1% | +6.1% | -52.3% | -47.4% |
| YTD | -65.9% | +14.5% | -80.5% | -67.5% |
| 1Y | -71.8% | +46.0% | -117.8% | -74.9% |
| 3Y | -83.3% | +36.4% | -119.7% | -86.4% |
| All | -83.3% | +39.5% | -122.8% | -86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling