+145.0%
SBUX vs TTD
+513.2%
-368.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.4% |
| 7D | +1.6% | +21.3% | -19.7% | -1.0% |
| 30D | +14.8% | +28.7% | -13.9% | +11.0% |
| 3M | -0.8% | +7.7% | -8.5% | -2.1% |
| 6M | +2.2% | -23.5% | +25.7% | +4.4% |
| YTD | +29.5% | -58.7% | +88.1% | +42.2% |
| 1Y | +27.0% | -63.4% | +90.5% | +41.7% |
| 3Y | +10.9% | -75.3% | +86.2% | +23.0% |
| 5Y | +7.4% | -84.4% | +91.8% | +18.7% |
| All | +145.0% | +513.2% | -368.2% | +101.5% |
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