+2,826.7%
VRT vs TTD
+62.6%
+2,764.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.8% | +6.5% | +4.3% |
| 7D | +13.6% | +1.7% | +11.9% | +13.0% |
| 30D | +6.8% | +1.6% | +5.2% | +6.0% |
| 3M | -3.2% | -27.8% | +24.6% | +2.2% |
| 6M | +20.3% | -52.1% | +72.5% | +38.0% |
| YTD | +79.6% | -63.1% | +142.7% | +117.6% |
| 1Y | +139.0% | -73.1% | +212.1% | +211.6% |
| 3Y | +644.6% | -83.3% | +727.9% | +919.3% |
| 5Y | +1,024.4% | -80.6% | +1,105.0% | +1,276.7% |
| All | +2,826.7% | +62.6% | +2,764.0% | +2,580.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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