-82.9%
TTD vs STZ
-47.2%
-35.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.3% |
| 7D | +6.3% | -1.9% | +8.3% | +6.7% |
| 30D | -23.9% | -1.9% | -22.0% | -23.7% |
| 3M | -31.4% | -6.2% | -25.1% | -30.8% |
| 6M | -42.7% | -14.0% | -28.7% | -41.6% |
| YTD | -62.0% | -5.1% | -56.9% | -62.6% |
| 1Y | -72.2% | -9.6% | -62.6% | -72.4% |
| All | -82.9% | -47.2% | -35.6% | -80.9% |
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 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