-82.6%
TTD vs VUG
+62.4%
-145.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +4.5% |
| 7D | +19.9% | -1.2% | +21.1% | +22.3% |
| 30D | +27.6% | -8.9% | +36.5% | +47.5% |
| 3M | +15.2% | -5.9% | +21.1% | +26.1% |
| 6M | -33.2% | -3.3% | -29.9% | -31.2% |
| YTD | -59.4% | +3.4% | -62.8% | -62.8% |
| 1Y | -64.4% | +1.9% | -66.3% | -66.7% |
| 3Y | -75.9% | +76.9% | -152.8% | -92.2% |
| 5Y | -82.6% | +63.9% | -146.5% | -92.1% |
| All | -82.6% | +62.4% | -145.0% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling