+654.4%
VRT vs TTD
-84.3%
+738.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.0% |
| 7D | +10.5% | +21.3% | -10.8% | +4.5% |
| 30D | -9.3% | +28.7% | -38.1% | -16.0% |
| 3M | -29.6% | +7.7% | -37.3% | -31.8% |
| 6M | -45.4% | -23.5% | -21.9% | -43.1% |
| YTD | +24.8% | -58.7% | +83.5% | +54.4% |
| 1Y | +23.6% | -63.4% | +87.0% | +59.5% |
| 3Y | +379.7% | -75.3% | +455.0% | +521.5% |
| All | +654.4% | -84.3% | +738.7% | +945.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 5y: compounded portfolio wealth divided by compounded TTD 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…
5y analysis · Full analysis span regression · 6 months rolling