+365.8%
TTD vs STRL
+7,210.0%
-6,844.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.2% | -6.1% | -3.5% |
| 7D | +1.7% | +10.1% | -8.4% | -0.3% |
| 30D | +1.6% | -8.2% | +9.8% | +2.9% |
| 3M | -27.8% | -43.7% | +15.8% | -21.1% |
| 6M | -52.1% | +27.1% | -79.2% | -59.6% |
| YTD | -63.1% | +64.0% | -127.1% | -71.4% |
| 1Y | -73.1% | +75.2% | -148.2% | -80.1% |
| 3Y | -83.3% | +539.9% | -623.2% | -92.2% |
| 5Y | -80.6% | +2,133.0% | -2,213.6% | -93.8% |
| All | +365.8% | +7,210.0% | -6,844.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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