-80.4%
TTD vs VNQ
+6.3%
-86.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.7% |
| 7D | -7.4% | -2.6% | -4.8% | -4.4% |
| 30D | +3.0% | -2.3% | +5.4% | +6.1% |
| 3M | -27.6% | -2.8% | -24.8% | -25.1% |
| 6M | -49.5% | +2.5% | -52.0% | -51.4% |
| YTD | -63.2% | +8.4% | -71.6% | -67.2% |
| 1Y | -69.7% | +6.8% | -76.5% | -72.6% |
| 3Y | -83.3% | +29.9% | -113.3% | -89.0% |
| All | -80.4% | +6.3% | -86.7% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling