+376.4%
TTD vs VNQ
+63.2%
+313.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +1.9% |
| 7D | -0.6% | -1.3% | +0.6% | +0.7% |
| 30D | +6.3% | -2.6% | +8.9% | +9.2% |
| 3M | -24.1% | -2.0% | -22.1% | -22.5% |
| 6M | -47.4% | +4.3% | -51.8% | -49.9% |
| YTD | -62.2% | +9.2% | -71.5% | -65.8% |
| 1Y | -68.3% | +5.6% | -73.9% | -70.3% |
| 3Y | -83.4% | +30.8% | -114.3% | -87.7% |
| 5Y | -80.3% | +8.0% | -88.3% | -81.5% |
| All | +376.4% | +63.2% | +313.2% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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