+365.8%
TTD vs VTRS
-49.3%
+415.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.3% |
| 7D | +1.7% | -0.1% | +1.9% | +1.8% |
| 30D | +1.6% | +1.9% | -0.3% | +1.0% |
| 3M | -27.8% | +5.1% | -32.9% | -29.0% |
| 6M | -52.1% | +20.1% | -72.2% | -55.1% |
| YTD | -63.1% | +36.6% | -99.6% | -66.9% |
| 1Y | -73.1% | +64.1% | -137.2% | -77.3% |
| 3Y | -83.3% | +86.4% | -169.6% | -87.0% |
| 5Y | -80.6% | +40.9% | -121.5% | -83.9% |
| All | +365.8% | -49.3% | +415.1% | +330.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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