-72.0%
TTD vs VSXY
+210.1%
-282.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.5% | +3.8% |
| 7D | +3.7% | +14.2% | -10.5% | +5.2% |
| 30D | +10.4% | +21.9% | -11.4% | +13.0% |
| 3M | -31.6% | +22.1% | -53.7% | -29.5% |
| 6M | -45.1% | +116.7% | -161.8% | -39.3% |
| YTD | -65.1% | +101.1% | -166.3% | -63.0% |
| 1Y | -72.0% | +208.0% | -280.0% | -74.1% |
| All | -72.0% | +210.1% | -282.1% | -74.1% |
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