+1,773.4%
STX vs TTD
+349.7%
+1,423.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -28.5% | +5.2% | -33.7% | -29.0% |
| 30D | -42.9% | +6.9% | -49.9% | -43.5% |
| 3M | -45.9% | -26.8% | -19.1% | -43.9% |
| 6M | -41.3% | -46.1% | +4.9% | -37.0% |
| YTD | +67.9% | -65.9% | +133.9% | +90.8% |
| 1Y | +66.5% | -71.8% | +138.3% | +94.8% |
| 3Y | +588.0% | -83.3% | +671.3% | +715.3% |
| 5Y | +449.1% | -81.1% | +530.2% | +496.5% |
| 10Y | +1,982.8% | +441.7% | +1,541.1% | +1,325.0% |
| All | +1,773.4% | +349.7% | +1,423.6% | +1,194.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling