+505.9%
TTD vs VST
+1,147.5%
-641.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +3.8% |
| 7D | +19.9% | -6.0% | +25.9% | +21.2% |
| 30D | +27.6% | -18.8% | +46.4% | +33.0% |
| 3M | +15.2% | -8.0% | +23.2% | +15.8% |
| 6M | -33.2% | -10.9% | -22.3% | -33.2% |
| YTD | -59.4% | -18.3% | -41.0% | -59.2% |
| 1Y | -64.4% | -29.9% | -34.4% | -62.9% |
| 3Y | -75.9% | +290.3% | -366.2% | -87.4% |
| 5Y | -82.6% | +635.3% | -717.9% | -92.7% |
| All | +505.9% | +1,147.5% | -641.6% | +111.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling