-75.3%
TTD vs STLA
-77.1%
+1.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +21.3% | -13.8% | +35.0% | +24.9% |
| 30D | +28.7% | -10.5% | +39.3% | +31.3% |
| 3M | +7.7% | -28.9% | +36.6% | +15.0% |
| 6M | -23.5% | -49.7% | +26.3% | -12.5% |
| YTD | -58.7% | -64.9% | +6.2% | -49.0% |
| 1Y | -63.4% | -64.0% | +0.6% | -55.3% |
| 3Y | -75.3% | -77.4% | +2.1% | -71.6% |
| All | -75.3% | -77.1% | +1.8% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling