-72.2%
TTD vs VSXY
+224.6%
-296.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -4.1% |
| 7D | +6.3% | -14.0% | +20.3% | +4.9% |
| 30D | -23.9% | -15.9% | -8.0% | -25.0% |
| 3M | -31.4% | +3.4% | -34.8% | -31.0% |
| 6M | -42.7% | +25.9% | -68.6% | -40.6% |
| YTD | -62.0% | +39.5% | -101.5% | -61.4% |
| 1Y | -72.2% | +194.4% | -266.6% | -74.2% |
| All | -72.2% | +224.6% | -296.8% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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