+1,978.7%
VRT vs TTD
+85.4%
+1,893.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +5.5% |
| 7D | +0.5% | +20.8% | -20.3% | -3.7% |
| 30D | -13.7% | +33.8% | -47.6% | -19.5% |
| 3M | -26.7% | +17.8% | -44.5% | -30.0% |
| 6M | -43.8% | -25.7% | -18.1% | -41.6% |
| YTD | +27.6% | -57.9% | +85.5% | +49.2% |
| 1Y | +15.5% | -63.8% | +79.3% | +40.4% |
| 3Y | +395.6% | -75.0% | +470.6% | +517.0% |
| 5Y | +677.3% | -82.5% | +759.9% | +866.4% |
| All | +1,978.7% | +85.4% | +1,893.3% | +1,738.0% |
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