-82.9%
TTD vs VFC
-24.8%
-58.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.7% | -4.9% |
| 7D | +6.3% | -1.6% | +7.9% | +6.7% |
| 30D | -23.9% | -11.6% | -12.3% | -22.0% |
| 3M | -31.4% | -18.1% | -13.3% | -28.9% |
| 6M | -42.7% | -27.4% | -15.3% | -39.4% |
| YTD | -62.0% | -24.8% | -37.2% | -60.2% |
| 1Y | -72.2% | -8.2% | -64.0% | -72.5% |
| All | -82.9% | -24.8% | -58.1% | -84.8% |
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 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