-80.6%
TTD vs VSAT
+53.4%
-134.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.2% | -6.1% | -3.3% |
| 7D | +1.7% | +17.3% | -15.6% | -0.7% |
| 30D | +1.6% | -3.3% | +4.9% | +1.8% |
| 3M | -27.8% | +18.7% | -46.6% | -31.1% |
| 6M | -52.1% | +77.6% | -129.7% | -58.1% |
| YTD | -63.1% | +125.6% | -188.7% | -69.4% |
| 1Y | -73.1% | +158.3% | -231.4% | -78.5% |
| 3Y | -83.3% | +226.1% | -309.4% | -88.6% |
| 5Y | -80.6% | +54.7% | -135.3% | -91.3% |
| All | -80.6% | +53.4% | -134.1% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling