-85.1%
TTD vs VST
+633.9%
-719.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +21.3% | +6.6% | +14.7% | +19.8% |
| 30D | +28.7% | -12.4% | +41.1% | +31.5% |
| 3M | +7.7% | -9.0% | +16.7% | +8.5% |
| 6M | -23.5% | -6.4% | -17.0% | -24.5% |
| YTD | -58.7% | -17.2% | -41.5% | -58.8% |
| 1Y | -63.4% | -22.0% | -41.4% | -63.1% |
| 3Y | -75.3% | +296.7% | -372.0% | -90.0% |
| All | -85.1% | +633.9% | -719.0% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling