+136.0%
TT vs STRL
+900.6%
-764.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +0.8% | -19.8% | +20.6% | +4.5% |
| 30D | -11.8% | -43.6% | +31.8% | -2.1% |
| 3M | -11.6% | -45.2% | +33.6% | -1.8% |
| 6M | -9.3% | -65.7% | +56.4% | +8.9% |
| YTD | +8.9% | -5.4% | +14.3% | -1.2% |
| 1Y | -2.2% | -24.7% | +22.4% | -6.6% |
| 3Y | +91.9% | +335.0% | -243.2% | +7.1% |
| 5Y | +136.0% | +915.3% | -779.3% | -8.5% |
| All | +136.0% | +900.6% | -764.6% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling