+3,572.2%
STX vs TTD
+387.7%
+3,184.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.8% | +9.3% | +6.9% |
| 7D | +10.7% | +1.7% | +9.0% | +10.3% |
| 30D | +11.3% | +1.6% | +9.7% | +10.7% |
| 3M | +3.2% | -27.8% | +31.1% | +6.7% |
| 6M | +157.0% | -52.1% | +209.1% | +180.0% |
| YTD | +229.2% | -63.1% | +292.3% | +270.8% |
| 1Y | +381.8% | -73.1% | +454.9% | +467.3% |
| 3Y | +1,383.2% | -83.3% | +1,466.5% | +1,661.3% |
| 5Y | +1,144.9% | -80.6% | +1,225.5% | +1,245.2% |
| All | +3,572.2% | +387.7% | +3,184.6% | +2,416.1% |
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