+469.4%
STM vs TTD
+349.7%
+119.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.2% |
| 7D | -10.7% | +5.2% | -15.9% | -11.7% |
| 30D | -25.7% | +6.9% | -32.7% | -27.0% |
| 3M | -21.6% | -26.8% | +5.3% | -17.2% |
| 6M | -27.8% | -46.1% | +18.3% | -19.3% |
| YTD | +61.8% | -65.9% | +127.7% | +99.1% |
| 1Y | +78.1% | -71.8% | +149.9% | +129.5% |
| 3Y | +4.9% | -83.3% | +88.2% | +39.6% |
| 5Y | -14.3% | -81.1% | +66.9% | +0.5% |
| 10Y | +414.1% | +441.7% | -27.6% | +257.3% |
| All | +469.4% | +349.7% | +119.7% | +297.6% |
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