+379.4%
TTD vs STLA
+64.7%
+314.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.9% |
| 7D | +6.3% | +2.6% | +3.8% | +5.2% |
| 30D | -23.9% | -1.2% | -22.6% | -23.7% |
| 3M | -31.4% | -24.8% | -6.6% | -23.8% |
| 6M | -42.7% | -25.6% | -17.1% | -37.0% |
| YTD | -62.0% | -48.9% | -13.0% | -52.5% |
| 1Y | -72.2% | -38.8% | -33.4% | -68.5% |
| 3Y | -81.9% | -64.5% | -17.4% | -75.6% |
| 5Y | -81.5% | -62.4% | -19.1% | -76.3% |
| All | +379.4% | +64.7% | +314.7% | +327.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling