-72.0%
TTD vs VTR
+22.5%
-94.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +3.3% |
| 7D | +3.7% | +10.0% | -6.3% | +5.6% |
| 30D | +10.4% | +9.6% | +0.8% | +12.7% |
| 3M | -31.6% | -1.2% | -30.4% | -32.2% |
| 6M | -45.1% | +2.8% | -47.9% | -45.0% |
| YTD | -65.1% | +17.4% | -82.5% | -63.5% |
| 1Y | -72.0% | +22.0% | -94.0% | -68.4% |
| All | -72.0% | +22.5% | -94.5% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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