+464.6%
TTD vs VST
+1,112.0%
-647.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.6% | -9.6% | -1.5% |
| 7D | +5.2% | -9.8% | +15.0% | +7.2% |
| 30D | +6.9% | -25.1% | +32.1% | +13.4% |
| 3M | -26.8% | -11.6% | -15.2% | -25.8% |
| 6M | -46.1% | -20.9% | -25.2% | -44.6% |
| YTD | -65.9% | -22.3% | -43.6% | -65.4% |
| 1Y | -71.8% | -32.0% | -39.8% | -70.5% |
| 3Y | -83.3% | +262.4% | -345.7% | -91.2% |
| 5Y | -81.1% | +563.4% | -644.5% | -92.0% |
| All | +464.6% | +1,112.0% | -647.4% | +81.0% |
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