-63.8%
TTD vs VST
-27.8%
-36.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.7% |
| 7D | +20.8% | +10.9% | +9.8% | +21.5% |
| 30D | +33.8% | -15.6% | +49.4% | +31.0% |
| 3M | +17.8% | -7.8% | +25.6% | +16.5% |
| 6M | -25.7% | -12.0% | -13.8% | -27.2% |
| YTD | -57.9% | -16.9% | -41.0% | -58.8% |
| 1Y | -63.8% | -25.1% | -38.8% | -64.9% |
| All | -63.8% | -27.8% | -36.0% | -64.9% |
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