+70.6%
VZ vs TTD
+545.2%
-474.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.5% |
| 7D | +2.4% | +19.9% | -17.5% | +2.0% |
| 30D | +11.2% | +27.6% | -16.5% | +10.7% |
| 3M | 0.0% | +15.2% | -15.2% | -0.3% |
| 6M | +1.3% | -33.2% | +34.5% | +1.7% |
| YTD | +21.3% | -59.4% | +80.6% | +22.5% |
| 1Y | +23.9% | -64.4% | +88.3% | +25.5% |
| 3Y | +57.7% | -75.9% | +133.6% | +58.7% |
| 5Y | +21.2% | -82.6% | +103.8% | +21.4% |
| 10Y | +70.6% | +558.1% | -487.6% | +56.4% |
| All | +70.6% | +545.2% | -474.6% | +56.4% |
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