+129.9%
SBUX vs TTD
+382.8%
-252.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -6.3% | -4.6% | -1.7% | -5.7% |
| 30D | -3.9% | +3.7% | -7.5% | -4.4% |
| 3M | +3.3% | -30.2% | +33.5% | +7.3% |
| 6M | +1.4% | -51.4% | +52.8% | +9.7% |
| YTD | +21.0% | -63.4% | +84.4% | +35.1% |
| 1Y | +22.4% | -73.5% | +95.9% | +42.0% |
| 3Y | +13.2% | -83.5% | +96.7% | +31.9% |
| 5Y | -5.2% | -80.9% | +75.8% | +1.8% |
| All | +129.9% | +382.8% | -252.9% | +90.1% |
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