+361.1%
TTD vs VIG
+244.9%
+116.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.1% |
| 7D | -4.6% | -1.2% | -3.4% | -2.7% |
| 30D | +3.7% | -2.8% | +6.5% | +8.8% |
| 3M | -30.2% | +2.5% | -32.7% | -33.0% |
| 6M | -51.4% | +8.1% | -59.5% | -57.4% |
| YTD | -63.4% | +9.6% | -73.0% | -68.7% |
| 1Y | -73.5% | +14.2% | -87.7% | -79.0% |
| 3Y | -83.5% | +56.1% | -139.6% | -92.2% |
| 5Y | -80.9% | +62.8% | -143.8% | -90.9% |
| All | +361.1% | +244.9% | +116.3% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling