+420.9%
TTD vs VTR
+94.6%
+326.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +21.3% | +0.2% | +21.1% | +21.3% |
| 30D | +28.7% | +5.5% | +23.3% | +26.6% |
| 3M | +7.7% | -0.9% | +8.6% | +7.9% |
| 6M | -23.5% | -0.4% | -23.1% | -23.9% |
| YTD | -58.7% | +17.0% | -75.7% | -61.3% |
| 1Y | -63.4% | +18.0% | -81.4% | -65.8% |
| 3Y | -75.3% | +127.4% | -202.7% | -82.3% |
| 5Y | -84.4% | +92.3% | -176.6% | -88.2% |
| 10Y | +516.1% | +129.6% | +386.5% | +256.3% |
| All | +420.9% | +94.6% | +326.3% | +264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling