+1,740.6%
VRT vs TTD
+50.0%
+1,690.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.5% | +3.3% |
| 7D | -21.4% | +5.2% | -26.6% | -22.2% |
| 30D | -25.8% | +6.9% | -32.8% | -27.1% |
| 3M | -33.5% | -26.8% | -6.7% | -29.7% |
| 6M | -49.0% | -46.1% | -2.9% | -43.0% |
| YTD | +12.9% | -65.9% | +78.9% | +38.7% |
| 1Y | 0.0% | -71.8% | +71.8% | +28.8% |
| 3Y | +361.8% | -83.3% | +445.1% | +527.8% |
| 5Y | +565.1% | -81.1% | +646.3% | +721.6% |
| All | +1,740.6% | +50.0% | +1,690.6% | +1,608.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling