+289.6%
VTI vs TTD
+513.2%
-223.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | +2.5% | +21.3% | -18.7% | -0.1% |
| 30D | -1.5% | +28.7% | -30.3% | -4.9% |
| 3M | -3.2% | +7.7% | -10.9% | -4.5% |
| 6M | +2.3% | -23.5% | +25.8% | +4.5% |
| YTD | +11.6% | -58.7% | +70.3% | +22.7% |
| 1Y | +13.8% | -63.4% | +77.2% | +27.0% |
| 3Y | +77.4% | -75.3% | +152.7% | +97.3% |
| 5Y | +64.6% | -84.4% | +148.9% | +83.1% |
| All | +289.6% | +513.2% | -223.7% | +201.6% |
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