+376.4%
TTD vs VWO
+111.8%
+264.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +1.7% |
| 7D | -0.6% | -1.8% | +1.2% | +1.8% |
| 30D | +6.3% | -0.1% | +6.4% | +6.3% |
| 3M | -24.1% | +2.2% | -26.4% | -27.3% |
| 6M | -47.4% | +8.8% | -56.2% | -54.6% |
| YTD | -62.2% | +12.4% | -74.6% | -69.2% |
| 1Y | -68.3% | +15.6% | -83.9% | -75.2% |
| 3Y | -83.4% | +62.5% | -146.0% | -92.2% |
| 5Y | -80.3% | +34.3% | -114.6% | -86.9% |
| All | +376.4% | +111.8% | +264.6% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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