+379.4%
TTD vs VSAT
+3.1%
+376.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.0% | -9.4% | -5.3% |
| 7D | +6.3% | +11.8% | -5.5% | +4.1% |
| 30D | -23.9% | -7.0% | -16.8% | -23.0% |
| 3M | -31.4% | +3.3% | -34.7% | -33.5% |
| 6M | -42.7% | +57.4% | -100.1% | -50.3% |
| YTD | -62.0% | +118.6% | -180.6% | -69.8% |
| 1Y | -72.2% | +150.2% | -222.4% | -78.9% |
| 3Y | -81.9% | +160.7% | -242.7% | -88.2% |
| 5Y | -81.5% | +51.2% | -132.7% | -87.4% |
| All | +379.4% | +3.1% | +376.3% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling