+611.7%
STM vs TTD
+401.9%
+209.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.2% | +2.9% |
| 7D | +5.8% | +6.3% | -0.5% | +4.2% |
| 30D | -1.0% | -23.9% | +22.9% | +4.0% |
| 3M | -33.3% | -31.4% | -1.9% | -28.4% |
| 6M | +57.4% | -42.7% | +100.0% | +72.1% |
| YTD | +102.2% | -62.0% | +164.2% | +144.0% |
| 1Y | +99.6% | -72.2% | +171.8% | +159.0% |
| 3Y | +14.5% | -81.9% | +96.5% | +50.1% |
| 5Y | +21.4% | -81.5% | +102.9% | +43.4% |
| All | +611.7% | +401.9% | +209.8% | +387.3% |
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