+3,348.5%
STX vs TTD
+401.9%
+2,946.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.4% | +10.7% | +7.0% |
| 7D | +2.4% | +6.3% | -4.0% | +1.4% |
| 30D | +1.4% | -23.9% | +25.3% | +4.8% |
| 3M | -8.2% | -31.4% | +23.2% | -4.3% |
| 6M | +127.0% | -42.7% | +169.7% | +140.0% |
| YTD | +209.1% | -62.0% | +271.1% | +247.0% |
| 1Y | +365.4% | -72.2% | +437.6% | +445.8% |
| 3Y | +1,135.4% | -81.9% | +1,217.3% | +1,349.3% |
| 5Y | +991.5% | -81.5% | +1,073.1% | +1,088.8% |
| All | +3,348.5% | +401.9% | +2,946.6% | +2,254.0% |
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