+329.6%
TTD vs STT
+212.8%
+116.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +5.2% | -2.5% | +7.7% | +6.6% |
| 30D | +6.9% | -5.0% | +11.9% | +9.7% |
| 3M | -26.8% | -10.5% | -16.4% | -22.7% |
| 6M | -46.1% | +10.0% | -56.2% | -49.1% |
| YTD | -65.9% | +30.7% | -96.6% | -70.8% |
| 1Y | -71.8% | +43.8% | -115.6% | -77.1% |
| 3Y | -83.3% | +168.1% | -251.4% | -90.4% |
| 5Y | -81.1% | +101.4% | -182.5% | -87.7% |
| 10Y | +441.7% | +211.3% | +230.4% | +165.0% |
| All | +329.6% | +212.8% | +116.7% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling