-84.6%
TTD vs STLA
-70.4%
-14.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.2% | +15.7% | +15.6% |
| 7D | +19.0% | -6.4% | +25.3% | +21.8% |
| 30D | +23.6% | -1.3% | +24.9% | +23.6% |
| 3M | +8.2% | -19.9% | +28.1% | +16.5% |
| 6M | -35.3% | -42.9% | +7.6% | -20.9% |
| YTD | -60.7% | -59.4% | -1.3% | -46.2% |
| 1Y | -65.3% | -56.8% | -8.4% | -54.2% |
| 3Y | -80.6% | -73.1% | -7.5% | -70.5% |
| 5Y | -84.6% | -70.1% | -14.5% | -82.9% |
| All | -84.6% | -70.4% | -14.2% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling