-80.8%
TTD vs VST
+761.6%
-842.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -5.1% |
| 7D | +6.3% | +8.9% | -2.6% | +4.4% |
| 30D | -23.9% | +6.2% | -30.1% | -24.9% |
| 3M | -31.4% | -2.7% | -28.7% | -31.6% |
| 6M | -42.7% | -8.4% | -34.3% | -42.8% |
| YTD | -62.0% | -7.2% | -54.8% | -62.5% |
| 1Y | -72.2% | -20.9% | -51.3% | -71.9% |
| 3Y | -81.9% | +384.0% | -465.9% | -92.1% |
| All | -80.8% | +761.6% | -842.4% | -93.2% |
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