-83.3%
TTD vs STT
+165.4%
-248.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +5.2% | -2.5% | +7.7% | +6.5% |
| 30D | +6.9% | -5.0% | +11.9% | +9.6% |
| 3M | -26.8% | -10.5% | -16.4% | -23.1% |
| 6M | -46.1% | +10.0% | -56.2% | -49.3% |
| YTD | -65.9% | +30.7% | -96.6% | -71.0% |
| 1Y | -71.8% | +43.8% | -115.6% | -77.4% |
| 3Y | -83.3% | +168.1% | -251.4% | -90.9% |
| All | -83.3% | +165.4% | -248.7% | -90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling