+482.3%
TTD vs VST
+1,175.7%
-693.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -5.2% |
| 7D | +6.3% | +8.9% | -2.6% | +4.1% |
| 30D | -23.9% | +6.2% | -30.1% | -25.1% |
| 3M | -31.4% | -2.7% | -28.7% | -31.7% |
| 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% | -91.1% |
| 5Y | -81.5% | +757.1% | -838.6% | -92.6% |
| All | +482.3% | +1,175.7% | -693.4% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling