+2,108.4%
STX vs TTD
+538.9%
+1,569.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.6% | +6.4% | +9.5% |
| 7D | -1.0% | +20.8% | -21.7% | -3.5% |
| 30D | -26.8% | +33.8% | -60.6% | -29.7% |
| 3M | -32.7% | +17.8% | -50.6% | -34.6% |
| 6M | -33.7% | -25.7% | -8.0% | -32.0% |
| YTD | +101.0% | -57.9% | +158.9% | +122.1% |
| 1Y | +92.7% | -63.8% | +156.5% | +118.0% |
| 3Y | +708.7% | -75.0% | +783.7% | +805.5% |
| 5Y | +504.0% | -82.5% | +586.5% | +568.0% |
| 10Y | +2,108.4% | +527.9% | +1,580.5% | +1,382.8% |
| All | +2,108.4% | +538.9% | +1,569.4% | +1,382.8% |
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 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