-80.8%
TTD vs VFC
-79.6%
-1.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +1.4% |
| 7D | -7.4% | -4.0% | -3.5% | -6.3% |
| 30D | +3.0% | -14.6% | +17.6% | +8.3% |
| 3M | -27.6% | -23.1% | -4.5% | -22.0% |
| 6M | -49.5% | -25.2% | -24.3% | -45.6% |
| YTD | -63.2% | -29.5% | -33.7% | -59.9% |
| 1Y | -69.7% | -14.4% | -55.3% | -69.7% |
| 3Y | -83.3% | -28.7% | -54.6% | -85.0% |
| 5Y | -80.8% | -79.1% | -1.7% | -45.9% |
| All | -80.8% | -79.6% | -1.2% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling