+365.8%
TTD vs STZ
-13.4%
+379.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.6% | +2.8% | -0.3% |
| 7D | +1.7% | -7.4% | +9.1% | +5.3% |
| 30D | +1.6% | -10.9% | +12.5% | +7.0% |
| 3M | -27.8% | -13.4% | -14.4% | -23.5% |
| 6M | -52.1% | -16.2% | -35.9% | -48.9% |
| YTD | -63.1% | -10.4% | -52.6% | -62.5% |
| 1Y | -73.1% | -14.8% | -58.3% | -72.0% |
| 3Y | -83.3% | -50.1% | -33.1% | -77.7% |
| 5Y | -80.6% | -38.8% | -41.8% | -76.9% |
| All | +365.8% | -13.4% | +379.1% | +401.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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