+527.9%
TTD vs VT
+224.4%
+303.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +1.6% |
| 7D | +20.8% | -0.7% | +21.5% | +22.7% |
| 30D | +33.8% | -1.7% | +35.6% | +38.6% |
| 3M | +17.8% | -2.3% | +20.2% | +23.1% |
| 6M | -25.7% | +1.5% | -27.3% | -28.8% |
| YTD | -57.9% | +12.0% | -69.9% | -67.0% |
| 1Y | -63.8% | +12.9% | -76.7% | -72.1% |
| 3Y | -75.0% | +74.9% | -150.0% | -91.6% |
| 5Y | -82.5% | +59.9% | -142.5% | -92.2% |
| 10Y | +527.9% | +224.6% | +303.3% | +15.3% |
| All | +527.9% | +224.4% | +303.5% | +15.3% |
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