+15.6%
STM vs TTD
-75.1%
+90.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +3.0% |
| 7D | +1.4% | +20.8% | -19.3% | -1.3% |
| 30D | -8.4% | +33.8% | -42.2% | -12.2% |
| 3M | -15.8% | +17.8% | -33.7% | -18.2% |
| 6M | -22.8% | -25.7% | +2.9% | -20.7% |
| YTD | +79.4% | -57.9% | +137.3% | +106.3% |
| 1Y | +97.0% | -63.8% | +160.8% | +134.5% |
| All | +15.6% | -75.1% | +90.6% | +20.1% |
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 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