-84.0%
TTD vs VSXY
+353.1%
-437.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.7% |
| 7D | -4.6% | -10.7% | +6.1% | -3.7% |
| 30D | +3.7% | -24.3% | +27.9% | +6.3% |
| 3M | -30.2% | +1.0% | -31.2% | -30.9% |
| 6M | -51.4% | +57.4% | -108.8% | -55.7% |
| YTD | -63.4% | +39.8% | -103.2% | -66.5% |
| 1Y | -73.5% | +196.5% | -270.0% | -79.7% |
| All | -84.0% | +353.1% | -437.1% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling