+361.1%
TTD vs VUG
+411.3%
-50.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.2% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | +3.7% | -1.7% | +5.3% | +6.8% |
| 3M | -30.2% | +2.8% | -33.0% | -34.2% |
| 6M | -51.4% | +13.6% | -65.0% | -61.8% |
| YTD | -63.4% | +8.1% | -71.5% | -68.6% |
| 1Y | -73.5% | +13.1% | -86.6% | -79.1% |
| 3Y | -83.5% | +87.0% | -170.4% | -94.7% |
| 5Y | -80.9% | +76.0% | -156.9% | -92.3% |
| All | +361.1% | +411.3% | -50.2% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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