+361.1%
TTD vs VXUS
+149.3%
+211.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +0.2% |
| 7D | -4.6% | +0.3% | -4.9% | -5.0% |
| 30D | +3.7% | +0.7% | +3.0% | +2.5% |
| 3M | -30.2% | +4.8% | -35.0% | -36.3% |
| 6M | -51.4% | +11.3% | -62.7% | -60.8% |
| YTD | -63.4% | +16.5% | -79.9% | -73.1% |
| 1Y | -73.5% | +24.3% | -97.8% | -82.6% |
| 3Y | -83.5% | +74.5% | -157.9% | -94.0% |
| 5Y | -80.9% | +54.3% | -135.3% | -90.8% |
| All | +361.1% | +149.3% | +211.8% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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