+4.9%
STM vs TTD
-83.7%
+88.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.3% |
| 7D | -10.7% | +5.2% | -15.9% | -11.3% |
| 30D | -25.7% | +6.9% | -32.7% | -26.4% |
| 3M | -21.6% | -26.8% | +5.3% | -18.9% |
| 6M | -27.8% | -46.1% | +18.3% | -22.1% |
| YTD | +61.8% | -65.9% | +127.7% | +90.0% |
| 1Y | +78.1% | -71.8% | +149.9% | +117.8% |
| 3Y | +4.9% | -83.3% | +88.2% | +24.5% |
| All | +4.9% | -83.7% | +88.6% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling