-81.3%
TTD vs VST
+515.1%
-596.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.2% | +3.0% | -2.0% |
| 7D | -1.9% | -19.9% | +18.0% | +2.1% |
| 30D | +7.5% | -29.7% | +37.1% | +14.4% |
| 3M | -32.4% | -19.6% | -12.9% | -30.3% |
| 6M | -47.9% | -29.4% | -18.6% | -45.4% |
| YTD | -66.3% | -29.7% | -36.5% | -65.2% |
| 1Y | -73.1% | -40.0% | -33.1% | -71.2% |
| 3Y | -83.8% | +231.0% | -314.8% | -92.5% |
| 5Y | -81.3% | +500.1% | -581.4% | -92.5% |
| All | -81.3% | +515.1% | -596.4% | -92.5% |
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