-80.6%
TTD vs STLA
-73.7%
-6.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.2% | +15.7% | +15.5% |
| 7D | +19.0% | -6.4% | +25.3% | +20.5% |
| 30D | +23.6% | -1.3% | +24.9% | +23.7% |
| 3M | +8.2% | -19.9% | +28.1% | +12.7% |
| 6M | -35.3% | -42.9% | +7.6% | -28.1% |
| YTD | -60.7% | -59.4% | -1.3% | -53.1% |
| 1Y | -65.3% | -56.8% | -8.4% | -59.4% |
| 3Y | -80.6% | -73.1% | -7.5% | -78.3% |
| All | -80.6% | -73.7% | -6.9% | -78.3% |
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 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