-68.3%
TTD vs VSXY
+184.3%
-252.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.4% | +3.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +6.3% | -18.7% | +25.0% | +4.3% |
| 3M | -24.1% | -4.0% | -20.2% | -24.3% |
| 6M | -47.4% | +67.5% | -114.9% | -45.2% |
| YTD | -62.2% | +39.7% | -101.9% | -61.7% |
| 1Y | -68.3% | +180.0% | -248.3% | -71.1% |
| All | -68.3% | +184.3% | -252.6% | -71.1% |
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