-72.0%
TTD vs STLA
-53.0%
-19.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +2.6% |
| 7D | +3.7% | -0.6% | +4.3% | +3.7% |
| 30D | +10.4% | +3.6% | +6.9% | +10.0% |
| 3M | -31.6% | -20.6% | -10.9% | -31.3% |
| 6M | -45.1% | -34.3% | -10.8% | -45.0% |
| YTD | -65.1% | -57.3% | -7.8% | -63.7% |
| 1Y | -72.0% | -52.6% | -19.3% | -72.3% |
| All | -72.0% | -53.0% | -19.0% | -72.3% |
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