+361.1%
TTD vs VSAT
-1.0%
+362.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.9% | +0.3% |
| 7D | -4.6% | +3.5% | -8.1% | -5.3% |
| 30D | +3.7% | -14.7% | +18.4% | +6.4% |
| 3M | -30.2% | +13.2% | -43.4% | -33.7% |
| 6M | -51.4% | +57.4% | -108.8% | -57.9% |
| YTD | -63.4% | +110.0% | -173.4% | -70.7% |
| 1Y | -73.5% | +134.4% | -207.9% | -79.6% |
| 3Y | -83.5% | +203.5% | -287.0% | -89.7% |
| 5Y | -80.9% | +47.1% | -128.1% | -87.0% |
| All | +361.1% | -1.0% | +362.1% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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