-80.7%
TTD vs VSXY
+37.5%
-118.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.4% | +2.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +6.3% | -18.7% | +25.0% | +10.2% |
| 3M | -24.1% | -4.0% | -20.2% | -24.6% |
| 6M | -47.4% | +67.5% | -114.9% | -56.1% |
| YTD | -62.2% | +39.7% | -101.9% | -67.6% |
| 1Y | -68.3% | +180.0% | -248.3% | -78.2% |
| 3Y | -83.4% | +337.3% | -420.7% | -91.4% |
| 5Y | -80.3% | +22.7% | -103.0% | -84.8% |
| All | -80.7% | +37.5% | -118.2% | -85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling