+90.1%
STM vs TTD
-65.0%
+155.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.5% |
| 7D | -7.9% | +19.9% | -27.8% | -7.3% |
| 30D | -14.1% | +27.6% | -41.8% | -13.0% |
| 3M | -17.6% | +15.2% | -32.8% | -17.1% |
| 6M | -24.2% | -33.2% | +9.0% | -25.1% |
| YTD | +73.3% | -59.4% | +132.7% | +93.4% |
| 1Y | +90.1% | -64.4% | +154.5% | +124.2% |
| All | +90.1% | -65.0% | +155.1% | +124.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling