+379.4%
TTD vs STT
+267.0%
+112.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.5% |
| 7D | +6.3% | +0.5% | +5.9% | +6.1% |
| 30D | -23.9% | +3.9% | -27.7% | -25.4% |
| 3M | -31.4% | +20.0% | -51.3% | -37.9% |
| 6M | -42.7% | +55.3% | -98.0% | -54.9% |
| YTD | -62.0% | +53.3% | -115.3% | -70.0% |
| 1Y | -72.2% | +74.7% | -146.9% | -79.5% |
| 3Y | -81.9% | +205.8% | -287.8% | -90.3% |
| 5Y | -81.5% | +145.0% | -226.5% | -89.1% |
| All | +379.4% | +267.0% | +112.4% | +117.3% |
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