+2,071.0%
STX vs TTD
+574.0%
+1,497.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +15.5% | -5.7% | +7.6% |
| 7D | -14.8% | +19.0% | -33.7% | -16.8% |
| 30D | -35.4% | +23.6% | -59.0% | -37.3% |
| 3M | -37.7% | +8.2% | -45.9% | -38.7% |
| 6M | -35.2% | -35.3% | +0.1% | -32.3% |
| YTD | +84.4% | -60.7% | +145.1% | +105.7% |
| 1Y | +82.3% | -65.3% | +147.5% | +107.3% |
| 3Y | +646.2% | -80.6% | +726.8% | +767.3% |
| 5Y | +487.4% | -84.6% | +572.0% | +561.2% |
| 10Y | +2,071.0% | +550.5% | +1,520.5% | +1,313.8% |
| All | +2,071.0% | +574.0% | +1,497.0% | +1,313.8% |
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