-73.1%
TTD vs STZ
-16.0%
-57.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.6% | +2.8% | -2.8% |
| 7D | +1.7% | -7.4% | +9.1% | +1.7% |
| 30D | +1.6% | -10.9% | +12.5% | +1.6% |
| 3M | -27.8% | -13.4% | -14.4% | -27.8% |
| 6M | -52.1% | -16.2% | -35.9% | -52.4% |
| YTD | -63.1% | -10.4% | -52.6% | -65.2% |
| 1Y | -73.1% | -14.8% | -58.3% | -73.9% |
| All | -73.1% | -16.0% | -57.1% | -73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling