-2.3%
TT vs STRL
-26.3%
+24.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +15.0% | -10.3% | +2.6% |
| 7D | +1.7% | -13.3% | +15.1% | +3.0% |
| 30D | -11.8% | -43.3% | +31.5% | -5.8% |
| 3M | -12.6% | -46.9% | +34.3% | -6.2% |
| 6M | -9.4% | -65.6% | +56.2% | +1.9% |
| YTD | +8.8% | -5.1% | +13.9% | +0.2% |
| All | -2.3% | -26.3% | +24.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling