+74.0%
VTI vs TTD
-81.0%
+155.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.7% |
| 7D | -2.0% | -7.4% | +5.4% | -1.0% |
| 30D | -1.9% | +3.0% | -5.0% | -2.4% |
| 3M | +4.5% | -27.6% | +32.1% | +8.2% |
| 6M | +12.6% | -49.5% | +62.1% | +21.7% |
| YTD | +12.0% | -63.2% | +75.2% | +26.0% |
| 1Y | +17.3% | -69.7% | +87.1% | +35.5% |
| 3Y | +75.3% | -83.3% | +158.7% | +105.4% |
| 5Y | +74.0% | -80.8% | +154.8% | +87.6% |
| All | +74.0% | -81.0% | +155.0% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling