+293.7%
VTI vs TTD
+438.1%
-144.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | 0.0% |
| 7D | +3.4% | +20.8% | -17.4% | +0.8% |
| 30D | -2.3% | +27.1% | -29.4% | -5.4% |
| 3M | -2.2% | +14.7% | -16.8% | -4.3% |
| 6M | +3.3% | -26.8% | +30.1% | +6.1% |
| YTD | +12.1% | -59.2% | +71.3% | +23.2% |
| 1Y | +12.2% | -64.7% | +76.9% | +25.6% |
| 3Y | +78.0% | -75.8% | +153.9% | +98.3% |
| 5Y | +65.2% | -84.6% | +149.8% | +83.9% |
| 10Y | +292.2% | +507.9% | -215.7% | +205.3% |
| All | +293.7% | +438.1% | -144.4% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling