-75.3%
TTD vs STZ
-34.9%
-40.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +21.3% | +2.6% | +18.7% | +20.8% |
| 30D | +28.7% | +15.2% | +13.5% | +25.7% |
| 3M | +7.7% | +7.6% | +0.1% | +6.1% |
| 6M | -23.5% | +5.3% | -28.7% | -24.4% |
| YTD | -58.7% | +8.6% | -67.3% | -60.4% |
| 1Y | -63.4% | +15.6% | -79.0% | -65.6% |
| 3Y | -75.3% | -35.2% | -40.1% | -74.3% |
| All | -75.3% | -34.9% | -40.4% | -74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling