+361.1%
TTD vs VSH
+174.0%
+187.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -4.6% | +3.5% | -8.1% | -6.2% |
| 30D | +3.7% | -4.4% | +8.0% | +5.0% |
| 3M | -30.2% | -45.8% | +15.6% | -13.5% |
| 6M | -51.4% | +90.1% | -141.5% | -71.6% |
| YTD | -63.4% | +120.3% | -183.8% | -80.9% |
| 1Y | -73.5% | +112.2% | -185.7% | -86.2% |
| 3Y | -83.5% | +36.6% | -120.0% | -89.7% |
| 5Y | -80.9% | +67.0% | -148.0% | -89.6% |
| All | +361.1% | +174.0% | +187.1% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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