+412.3%
TTD vs STZ
+5.0%
+407.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +19.9% | +5.3% | +14.6% | +17.2% |
| 30D | +27.6% | +19.6% | +8.1% | +17.4% |
| 3M | +15.2% | +10.0% | +5.2% | +10.0% |
| 6M | -33.2% | -0.3% | -32.9% | -33.7% |
| YTD | -59.4% | +8.6% | -67.9% | -62.3% |
| 1Y | -64.4% | +16.6% | -80.9% | -68.3% |
| 3Y | -75.9% | -34.8% | -41.1% | -71.9% |
| 5Y | -82.6% | -27.8% | -54.8% | -80.8% |
| 10Y | +558.1% | +12.5% | +545.6% | +526.1% |
| All | +412.3% | +5.0% | +407.3% | +404.6% |
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