-75.3%
TTD vs VSXY
+455.0%
-530.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | +21.3% | -1.7% | +23.0% | +21.6% |
| 30D | +28.7% | +20.1% | +8.6% | +26.4% |
| 3M | +7.7% | +16.6% | -8.9% | +5.8% |
| 6M | -23.5% | +134.9% | -158.4% | -33.7% |
| YTD | -58.7% | +96.0% | -154.7% | -63.8% |
| 1Y | -63.4% | +203.8% | -267.2% | -71.4% |
| 3Y | -75.3% | +465.3% | -540.6% | -84.5% |
| All | -75.3% | +455.0% | -530.3% | -84.5% |
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