+379.4%
TTD vs STZ
-8.2%
+387.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | +6.3% | -1.9% | +8.3% | +7.3% |
| 30D | -23.9% | -1.9% | -22.0% | -23.6% |
| 3M | -31.4% | -6.2% | -25.1% | -29.9% |
| 6M | -42.7% | -14.0% | -28.7% | -39.6% |
| YTD | -62.0% | -5.1% | -56.9% | -62.4% |
| 1Y | -72.2% | -9.6% | -62.6% | -71.9% |
| 3Y | -81.9% | -47.2% | -34.7% | -76.6% |
| 5Y | -81.5% | -33.6% | -48.0% | -78.9% |
| All | +379.4% | -8.2% | +387.6% | +403.3% |
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