-73.1%
TTD vs STRL
+73.8%
-146.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.2% | -6.1% | -2.6% |
| 7D | +1.7% | +10.1% | -8.4% | +2.6% |
| 30D | +1.6% | -8.2% | +9.8% | +1.1% |
| 3M | -27.8% | -43.7% | +15.8% | -29.4% |
| 6M | -52.1% | +27.1% | -79.2% | -51.7% |
| YTD | -63.1% | +64.0% | -127.1% | -62.9% |
| 1Y | -73.1% | +75.2% | -148.2% | -70.2% |
| All | -73.1% | +73.8% | -146.9% | -70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling