+464.6%
TTD vs VT
+215.5%
+249.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.5% |
| 7D | +5.2% | -2.3% | +7.5% | +9.5% |
| 30D | +6.9% | -5.0% | +11.9% | +16.9% |
| 3M | -26.8% | -4.9% | -21.9% | -20.6% |
| 6M | -46.1% | -1.5% | -44.6% | -45.7% |
| YTD | -65.9% | +8.5% | -74.4% | -71.8% |
| 1Y | -71.8% | +11.4% | -83.2% | -77.9% |
| 3Y | -83.3% | +70.1% | -153.4% | -94.1% |
| 5Y | -81.1% | +53.7% | -134.9% | -91.0% |
| All | +464.6% | +215.5% | +249.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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