+146.0%
TT vs STRL
+2,010.6%
-1,864.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -4.9% | -0.3% |
| 7D | 0.0% | +3.4% | -3.4% | -0.7% |
| 30D | -7.2% | -9.2% | +2.1% | -5.6% |
| 3M | -3.0% | -51.0% | +48.1% | +10.3% |
| 6M | +1.4% | +15.8% | -14.4% | -8.3% |
| YTD | +15.9% | +58.9% | -43.0% | -3.7% |
| 1Y | +9.4% | +68.5% | -59.1% | -12.1% |
| 3Y | +124.4% | +485.2% | -360.8% | +22.8% |
| All | +146.0% | +2,010.6% | -1,864.5% | -12.7% |
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