+381.8%
STX vs TTD
-73.2%
+455.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.8% | +9.3% | +6.1% |
| 7D | +10.7% | +1.7% | +9.0% | +11.0% |
| 30D | +11.3% | +1.6% | +9.7% | +11.6% |
| 3M | +3.2% | -27.8% | +31.1% | +0.8% |
| 6M | +157.0% | -52.1% | +209.1% | +144.0% |
| YTD | +229.2% | -63.1% | +292.3% | +217.0% |
| 1Y | +381.8% | -73.1% | +454.9% | +350.6% |
| All | +381.8% | -73.2% | +455.0% | +350.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling