-82.9%
TTD vs VUG
+90.1%
-173.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.8% |
| 7D | +6.3% | -0.1% | +6.4% | +6.5% |
| 30D | -23.9% | -0.3% | -23.6% | -23.7% |
| 3M | -31.4% | -0.7% | -30.7% | -31.1% |
| 6M | -42.7% | +14.6% | -57.3% | -52.1% |
| YTD | -62.0% | +9.0% | -71.0% | -66.0% |
| 1Y | -72.2% | +14.9% | -87.1% | -76.9% |
| All | -82.9% | +90.1% | -173.0% | -93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling