+376.4%
TTD vs VYM
+206.7%
+169.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +1.8% |
| 7D | -0.6% | -0.8% | +0.2% | +0.5% |
| 30D | +6.3% | -2.2% | +8.6% | +9.7% |
| 3M | -24.1% | +3.1% | -27.2% | -27.1% |
| 6M | -47.4% | +9.7% | -57.2% | -53.7% |
| YTD | -62.2% | +14.9% | -77.1% | -68.8% |
| 1Y | -68.3% | +17.6% | -85.9% | -74.7% |
| 3Y | -83.4% | +65.3% | -148.7% | -91.6% |
| 5Y | -80.3% | +78.7% | -159.0% | -90.5% |
| All | +376.4% | +206.7% | +169.7% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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