+140.1%
SBUX vs TTD
+401.9%
-261.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -0.7% |
| 7D | -3.1% | +6.3% | -9.5% | -3.9% |
| 30D | -0.9% | -23.9% | +23.0% | +2.0% |
| 3M | +11.6% | -31.4% | +43.0% | +16.1% |
| 6M | +8.8% | -42.7% | +51.5% | +15.0% |
| YTD | +26.3% | -62.0% | +88.3% | +40.4% |
| 1Y | +23.1% | -72.2% | +95.3% | +41.9% |
| 3Y | +15.0% | -81.9% | +96.9% | +32.3% |
| 5Y | +0.4% | -81.5% | +81.9% | +8.1% |
| All | +140.1% | +401.9% | -261.8% | +97.5% |
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 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