+558.1%
TTD vs STLA
+12.4%
+545.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.6% | +6.9% | +4.7% |
| 7D | +19.9% | -4.9% | +24.8% | +22.2% |
| 30D | +27.6% | -4.9% | +32.6% | +29.4% |
| 3M | +15.2% | -23.7% | +38.8% | +26.5% |
| 6M | -33.2% | -45.0% | +11.8% | -16.9% |
| YTD | -59.4% | -60.9% | +1.5% | -43.9% |
| 1Y | -64.4% | -58.9% | -5.5% | -52.1% |
| 3Y | -75.9% | -74.4% | -1.5% | -62.8% |
| 5Y | -82.6% | -71.5% | -11.1% | -75.2% |
| 10Y | +558.1% | +5.3% | +552.9% | +557.3% |
| All | +558.1% | +12.4% | +545.8% | +557.3% |
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 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