+379.4%
TTD vs VTR
+96.4%
+283.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.8% |
| 7D | +6.3% | -1.7% | +8.0% | +6.9% |
| 30D | -23.9% | -2.4% | -21.4% | -23.4% |
| 3M | -31.4% | +14.8% | -46.2% | -34.7% |
| 6M | -42.7% | +5.3% | -48.0% | -44.2% |
| YTD | -62.0% | +18.1% | -80.1% | -64.4% |
| 1Y | -72.2% | +36.7% | -108.9% | -75.3% |
| 3Y | -81.9% | +130.1% | -212.0% | -87.1% |
| 5Y | -81.5% | +89.5% | -171.0% | -86.0% |
| All | +379.4% | +96.4% | +283.0% | +234.8% |
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