-72.0%
TTD vs STT
+53.6%
-125.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.4% |
| 7D | +3.7% | -0.1% | +3.8% | +3.7% |
| 30D | +10.4% | -1.7% | +12.1% | +10.8% |
| 3M | -31.6% | -6.4% | -25.2% | -30.8% |
| 6M | -45.1% | +17.7% | -62.8% | -48.0% |
| YTD | -65.1% | +36.9% | -102.0% | -68.9% |
| 1Y | -72.0% | +52.0% | -124.0% | -76.7% |
| All | -72.0% | +53.6% | -125.6% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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