+127.9%
TT vs STRL
+779.4%
-651.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.7% |
| 7D | -2.0% | -26.9% | +24.9% | +3.5% |
| 30D | -14.0% | -52.7% | +38.6% | -1.0% |
| 3M | -15.9% | -52.8% | +37.0% | -3.6% |
| 6M | -17.3% | -71.5% | +54.2% | +3.2% |
| YTD | +4.0% | -17.4% | +21.4% | -2.9% |
| 1Y | -7.1% | -35.0% | +27.8% | -8.5% |
| 3Y | +90.2% | +239.2% | -149.0% | +12.2% |
| All | +127.9% | +779.4% | -651.5% | -8.9% |
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