+361.1%
TTD vs VTEB
+18.8%
+342.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -4.6% | -0.7% | -3.9% | -3.8% |
| 30D | +3.7% | -2.1% | +5.7% | +6.3% |
| 3M | -30.2% | -2.7% | -27.6% | -27.9% |
| 6M | -51.4% | -2.1% | -49.3% | -50.1% |
| YTD | -63.4% | -1.1% | -62.3% | -62.9% |
| 1Y | -73.5% | +1.3% | -74.8% | -73.9% |
| 3Y | -83.5% | +9.0% | -92.5% | -85.3% |
| 5Y | -80.9% | +1.5% | -82.4% | -81.6% |
| All | +361.1% | +18.8% | +342.3% | +346.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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