+152.8%
SBUX vs TTD
+538.9%
-386.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.5% |
| 7D | +0.2% | +20.8% | -20.6% | -2.3% |
| 30D | +19.1% | +33.8% | -14.8% | +14.5% |
| 3M | +3.6% | +17.8% | -14.2% | +1.1% |
| 6M | +5.1% | -25.7% | +30.9% | +7.8% |
| YTD | +32.9% | -57.9% | +90.8% | +45.6% |
| 1Y | +30.4% | -63.8% | +94.2% | +45.7% |
| 3Y | +13.0% | -75.0% | +88.0% | +25.0% |
| 5Y | +10.5% | -82.5% | +93.1% | +20.5% |
| 10Y | +152.8% | +527.9% | -375.1% | +107.4% |
| All | +152.8% | +538.9% | -386.2% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling