-72.2%
TTD vs STLA
-38.0%
-34.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.5% |
| 7D | +6.3% | +2.6% | +3.8% | +6.1% |
| 30D | -23.9% | -1.2% | -22.6% | -23.9% |
| 3M | -31.4% | -24.8% | -6.6% | -30.8% |
| 6M | -42.7% | -25.6% | -17.1% | -42.1% |
| YTD | -62.0% | -48.9% | -13.0% | -59.9% |
| 1Y | -72.2% | -38.8% | -33.4% | -71.7% |
| All | -72.2% | -38.0% | -34.2% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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