-2.7%
SBUX vs TTD
-81.3%
+78.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.5% | -2.0% |
| 7D | -3.9% | +1.7% | -5.6% | -4.1% |
| 30D | -2.8% | +1.6% | -4.4% | -3.2% |
| 3M | +8.2% | -27.8% | +36.0% | +12.0% |
| 6M | +4.3% | -52.1% | +56.4% | +13.4% |
| YTD | +23.3% | -63.1% | +86.4% | +38.4% |
| 1Y | +24.3% | -73.1% | +97.3% | +45.1% |
| 3Y | +15.5% | -83.3% | +98.7% | +34.2% |
| 5Y | -2.7% | -80.6% | +77.9% | +3.3% |
| All | -2.7% | -81.3% | +78.6% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling