+1,972.8%
STX vs TTD
+513.2%
+1,459.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.4% | -3.3% |
| 7D | +14.6% | +21.3% | -6.7% | +11.5% |
| 30D | -26.0% | +28.7% | -54.7% | -28.6% |
| 3M | -42.6% | +7.7% | -50.3% | -43.5% |
| 6M | -35.3% | -23.5% | -11.8% | -33.9% |
| YTD | +92.5% | -58.7% | +151.2% | +113.2% |
| 1Y | +102.4% | -63.4% | +165.8% | +128.4% |
| 3Y | +673.8% | -75.3% | +749.1% | +767.5% |
| 5Y | +463.1% | -84.4% | +547.4% | +532.7% |
| All | +1,972.8% | +513.2% | +1,459.6% | +1,299.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling