+396.0%
TTD vs VSH
+129.1%
+267.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +13.4% | +2.0% | +9.7% |
| 7D | +19.0% | +3.5% | +15.5% | +16.6% |
| 30D | +23.6% | -22.4% | +46.0% | +35.2% |
| 3M | +8.2% | -25.2% | +33.4% | +17.9% |
| 6M | -35.3% | -22.5% | -12.8% | -39.4% |
| YTD | -60.7% | +84.2% | -144.9% | -78.5% |
| 1Y | -65.3% | +87.1% | -152.3% | -81.4% |
| 3Y | -80.6% | +31.7% | -112.2% | -88.6% |
| 5Y | -84.6% | +42.6% | -127.2% | -91.3% |
| 10Y | +550.5% | +116.6% | +433.9% | +164.3% |
| All | +396.0% | +129.1% | +267.0% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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