+2,723.0%
VRT vs TTD
+67.4%
+2,655.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.7% | +5.4% |
| 7D | +9.1% | +6.3% | +2.8% | +7.5% |
| 30D | +0.9% | -23.9% | +24.8% | +6.3% |
| 3M | -13.4% | -31.4% | +18.0% | -7.3% |
| 6M | +11.7% | -42.7% | +54.4% | +21.9% |
| YTD | +73.2% | -62.0% | +135.2% | +108.6% |
| 1Y | +123.4% | -72.2% | +195.6% | +189.3% |
| 3Y | +606.2% | -81.9% | +688.1% | +849.3% |
| 5Y | +899.9% | -81.5% | +981.4% | +1,133.5% |
| All | +2,723.0% | +67.4% | +2,655.6% | +2,469.6% |
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