+361.1%
TTD vs STLA
+56.7%
+304.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | -4.6% | +0.4% | -5.0% | -4.8% |
| 30D | +3.7% | -5.2% | +8.9% | +5.6% |
| 3M | -30.2% | -24.9% | -5.4% | -22.5% |
| 6M | -51.4% | -25.2% | -26.2% | -46.7% |
| YTD | -63.4% | -51.4% | -12.0% | -53.4% |
| 1Y | -73.5% | -40.7% | -32.8% | -69.6% |
| 3Y | -83.5% | -66.3% | -17.2% | -77.2% |
| 5Y | -80.9% | -63.2% | -17.7% | -75.3% |
| All | +361.1% | +56.7% | +304.4% | +319.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling