+379.4%
TTD vs VGT
+789.2%
-409.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.8% |
| 7D | +6.3% | +1.0% | +5.3% | +4.9% |
| 30D | -23.9% | +1.3% | -25.2% | -25.8% |
| 3M | -31.4% | -1.1% | -30.2% | -32.9% |
| 6M | -42.7% | +32.6% | -75.3% | -63.9% |
| YTD | -62.0% | +29.0% | -91.0% | -75.2% |
| 1Y | -72.2% | +39.7% | -111.9% | -84.1% |
| 3Y | -81.9% | +120.9% | -202.9% | -95.1% |
| 5Y | -81.5% | +133.6% | -215.1% | -94.9% |
| All | +379.4% | +789.2% | -409.8% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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