-73.1%
TTD vs STT
+74.0%
-147.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.5% |
| 7D | +1.7% | +2.2% | -0.4% | +1.2% |
| 30D | +1.6% | +3.9% | -2.3% | +0.4% |
| 3M | -27.8% | +19.2% | -47.0% | -32.2% |
| 6M | -52.1% | +60.4% | -112.5% | -60.0% |
| YTD | -63.1% | +51.5% | -114.5% | -68.5% |
| 1Y | -73.1% | +76.3% | -149.3% | -79.5% |
| All | -73.1% | +74.0% | -147.0% | -79.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling