+550.5%
TTD vs STT
+211.9%
+338.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +3.2% | +12.3% | +13.8% |
| 7D | +19.0% | +0.9% | +18.0% | +18.6% |
| 30D | +23.6% | -2.3% | +25.9% | +25.3% |
| 3M | +8.2% | -7.0% | +15.2% | +12.2% |
| 6M | -35.3% | +15.5% | -50.8% | -40.3% |
| YTD | -60.7% | +35.6% | -96.3% | -66.9% |
| 1Y | -65.3% | +47.9% | -113.1% | -72.1% |
| 3Y | -80.6% | +181.1% | -261.6% | -89.1% |
| 5Y | -84.6% | +108.2% | -192.8% | -90.1% |
| 10Y | +550.5% | +201.0% | +349.6% | +231.6% |
| All | +550.5% | +211.9% | +338.7% | +231.6% |
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