+364.1%
TTD vs VTR
+96.7%
+267.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.3% |
| 7D | -7.4% | -1.8% | -5.6% | -6.9% |
| 30D | +3.0% | +4.0% | -1.0% | +1.8% |
| 3M | -27.6% | +7.8% | -35.4% | -29.6% |
| 6M | -49.5% | +6.4% | -55.9% | -50.9% |
| YTD | -63.2% | +18.3% | -81.5% | -65.6% |
| 1Y | -69.7% | +33.9% | -103.7% | -72.9% |
| 3Y | -83.3% | +134.3% | -217.7% | -88.2% |
| 5Y | -80.8% | +90.3% | -171.1% | -85.5% |
| All | +364.1% | +96.7% | +267.4% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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