+379.4%
TTD vs VT
+229.3%
+150.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.3% |
| 7D | +6.3% | +0.4% | +5.9% | +5.5% |
| 30D | -23.9% | +1.0% | -24.9% | -25.5% |
| 3M | -31.4% | +2.4% | -33.8% | -35.0% |
| 6M | -42.7% | +12.0% | -54.7% | -54.9% |
| YTD | -62.0% | +15.3% | -77.3% | -71.7% |
| 1Y | -72.2% | +22.6% | -94.8% | -81.6% |
| 3Y | -81.9% | +74.7% | -156.6% | -93.9% |
| 5Y | -81.5% | +66.1% | -147.7% | -92.3% |
| All | +379.4% | +229.3% | +150.1% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling