+329.6%
TTD vs STZ
+2.5%
+327.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.7% |
| 7D | +5.2% | +4.9% | +0.3% | +2.9% |
| 30D | +6.9% | +20.9% | -13.9% | -2.2% |
| 3M | -26.8% | +8.0% | -34.8% | -29.9% |
| 6M | -46.1% | -5.3% | -40.9% | -45.3% |
| YTD | -65.9% | +5.9% | -71.9% | -68.1% |
| 1Y | -71.8% | +14.2% | -86.0% | -74.7% |
| 3Y | -83.3% | -37.0% | -46.3% | -80.2% |
| 5Y | -81.1% | -29.7% | -51.4% | -78.9% |
| 10Y | +441.7% | +5.2% | +436.5% | +413.4% |
| All | +329.6% | +2.5% | +327.1% | +327.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling