+379.4%
TTD vs VFC
-66.5%
+445.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.7% | -5.2% |
| 7D | +6.3% | -1.6% | +7.9% | +6.9% |
| 30D | -23.9% | -11.6% | -12.3% | -20.6% |
| 3M | -31.4% | -18.1% | -13.3% | -27.2% |
| 6M | -42.7% | -27.4% | -15.3% | -37.2% |
| YTD | -62.0% | -24.8% | -37.2% | -59.1% |
| 1Y | -72.2% | -8.2% | -64.0% | -72.8% |
| 3Y | -81.9% | -29.1% | -52.8% | -83.6% |
| 5Y | -81.5% | -79.2% | -2.4% | -68.4% |
| All | +379.4% | -66.5% | +445.9% | +721.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling