+300.2%
VTI vs TTD
+401.9%
-101.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.2% |
| 7D | +0.1% | +6.3% | -6.2% | -0.7% |
| 30D | 0.0% | -23.9% | +23.9% | +3.0% |
| 3M | +2.0% | -31.4% | +33.4% | +6.2% |
| 6M | +13.0% | -42.7% | +55.6% | +19.4% |
| YTD | +13.9% | -62.0% | +75.9% | +26.8% |
| 1Y | +20.0% | -72.2% | +92.2% | +38.7% |
| 3Y | +75.8% | -81.9% | +157.8% | +103.4% |
| 5Y | +73.8% | -81.5% | +155.4% | +88.4% |
| All | +300.2% | +401.9% | -101.7% | +217.1% |
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