-85.1%
TTD vs STT
+104.1%
-189.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +21.3% | +4.8% | +16.5% | +17.8% |
| 30D | +28.7% | +3.9% | +24.8% | +25.9% |
| 3M | +7.7% | -8.2% | +15.8% | +13.9% |
| 6M | -23.5% | +15.6% | -39.1% | -31.4% |
| YTD | -58.7% | +37.6% | -96.3% | -67.7% |
| 1Y | -63.4% | +50.1% | -113.5% | -73.2% |
| 3Y | -75.3% | +183.1% | -258.3% | -89.3% |
| All | -85.1% | +104.1% | -189.2% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling