+673.8%
STX vs TTD
-75.6%
+749.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.4% | -3.2% |
| 7D | +14.6% | +21.3% | -6.7% | +13.2% |
| 30D | -26.0% | +28.7% | -54.7% | -27.0% |
| 3M | -42.6% | +7.7% | -50.3% | -43.0% |
| 6M | -35.3% | -23.5% | -11.8% | -34.5% |
| YTD | +92.5% | -58.7% | +151.2% | +106.8% |
| 1Y | +102.4% | -63.4% | +165.8% | +120.8% |
| 3Y | +673.8% | -75.3% | +749.1% | +651.6% |
| All | +673.8% | -75.6% | +749.4% | +651.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling