-5.4%
STM vs TTD
-83.5%
+78.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.1% |
| 7D | +16.3% | +20.8% | -4.5% | +11.5% |
| 30D | -6.3% | +27.1% | -33.4% | -11.3% |
| 3M | -14.1% | +14.7% | -28.8% | -17.4% |
| 6M | -19.6% | -26.8% | +7.3% | -16.3% |
| YTD | +80.1% | -59.2% | +139.4% | +114.5% |
| 1Y | +95.4% | -64.7% | +160.0% | +141.4% |
| 3Y | +14.7% | -75.8% | +90.5% | +38.1% |
| 5Y | -5.4% | -84.6% | +79.2% | +13.8% |
| All | -5.4% | -83.5% | +78.1% | +13.8% |
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