+361.1%
TTD vs STT
+262.6%
+98.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.6% | +1.0% | -5.6% | -5.0% |
| 30D | +3.7% | +2.8% | +0.9% | +2.1% |
| 3M | -30.2% | +18.1% | -48.3% | -36.4% |
| 6M | -51.4% | +59.2% | -110.6% | -62.3% |
| YTD | -63.4% | +51.5% | -114.9% | -70.9% |
| 1Y | -73.5% | +75.7% | -149.2% | -80.6% |
| 3Y | -83.5% | +200.8% | -284.2% | -91.0% |
| 5Y | -80.9% | +155.8% | -236.7% | -88.9% |
| All | +361.1% | +262.6% | +98.6% | +110.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling