+510.1%
STM vs TTD
+436.3%
+73.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.4% |
| 7D | -7.9% | +19.9% | -27.8% | -11.7% |
| 30D | -14.1% | +27.6% | -41.8% | -19.0% |
| 3M | -17.6% | +15.2% | -32.8% | -20.9% |
| 6M | -24.2% | -33.2% | +9.0% | -19.5% |
| YTD | +73.3% | -59.4% | +132.7% | +104.8% |
| 1Y | +90.1% | -64.4% | +154.5% | +131.8% |
| 3Y | +10.3% | -75.9% | +86.3% | +35.1% |
| 5Y | -5.7% | -82.6% | +76.9% | +14.0% |
| 10Y | +444.1% | +558.1% | -114.0% | +262.9% |
| All | +510.1% | +436.3% | +73.7% | +308.8% |
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 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