+430.9%
TTD vs VSAT
+2.8%
+428.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | +20.8% | +12.5% | +8.3% | +18.2% |
| 30D | +33.8% | +11.0% | +22.8% | +30.4% |
| 3M | +17.8% | -11.1% | +29.0% | +18.9% |
| 6M | -25.7% | +2.8% | -28.5% | -29.3% |
| YTD | -57.9% | +118.0% | -175.9% | -66.9% |
| 1Y | -63.8% | +97.1% | -161.0% | -71.1% |
| 3Y | -75.0% | +296.8% | -371.9% | -85.5% |
| 5Y | -82.5% | +38.7% | -121.2% | -87.5% |
| 10Y | +527.9% | -7.4% | +535.3% | +352.2% |
| All | +430.9% | +2.8% | +428.1% | +301.0% |
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