+430.9%
TTD vs VUG
+397.5%
+33.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +2.0% | +0.9% |
| 7D | +20.8% | -1.1% | +21.9% | +23.0% |
| 30D | +33.8% | -7.0% | +40.8% | +50.3% |
| 3M | +17.8% | -3.7% | +21.6% | +24.6% |
| 6M | -25.7% | -1.6% | -24.1% | -25.5% |
| YTD | -57.9% | +5.1% | -63.0% | -62.5% |
| 1Y | -63.8% | +3.8% | -67.6% | -67.2% |
| 3Y | -75.0% | +79.9% | -154.9% | -91.6% |
| 5Y | -82.5% | +66.4% | -148.9% | -92.4% |
| 10Y | +527.9% | +405.3% | +122.6% | -51.4% |
| All | +430.9% | +397.5% | +33.4% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling