-75.3%
TTD vs VTR
+130.0%
-205.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.3% |
| 7D | +21.3% | +0.2% | +21.1% | +21.3% |
| 30D | +28.7% | +5.5% | +23.3% | +29.4% |
| 3M | +7.7% | -0.9% | +8.6% | +7.5% |
| 6M | -23.5% | -0.4% | -23.1% | -23.5% |
| YTD | -58.7% | +17.0% | -75.7% | -57.9% |
| 1Y | -63.4% | +18.0% | -81.4% | -62.7% |
| 3Y | -75.3% | +127.4% | -202.7% | -78.7% |
| All | -75.3% | +130.0% | -205.3% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling