+379.4%
TTD vs VSH
+174.9%
+204.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -6.3% |
| 7D | +6.3% | +4.1% | +2.3% | +4.3% |
| 30D | -23.9% | -4.2% | -19.7% | -24.0% |
| 3M | -31.4% | -50.0% | +18.6% | -11.5% |
| 6M | -42.7% | +80.2% | -122.8% | -65.6% |
| YTD | -62.0% | +121.1% | -183.1% | -80.2% |
| 1Y | -72.2% | +112.0% | -184.2% | -85.5% |
| 3Y | -81.9% | +22.5% | -104.5% | -87.9% |
| 5Y | -81.5% | +64.0% | -145.6% | -89.8% |
| All | +379.4% | +174.9% | +204.5% | +78.8% |
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