-72.2%
TTD vs VST
-20.6%
-51.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -3.9% |
| 7D | +6.3% | +8.9% | -2.6% | +7.6% |
| 30D | -23.9% | +6.2% | -30.1% | -23.3% |
| 3M | -31.4% | -2.7% | -28.7% | -31.6% |
| 6M | -42.7% | -8.4% | -34.3% | -43.1% |
| YTD | -62.0% | -7.2% | -54.8% | -62.1% |
| 1Y | -72.2% | -20.9% | -51.3% | -72.2% |
| All | -72.2% | -20.6% | -51.6% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling