-65.5%
TTD vs STRL
-26.3%
-39.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +15.0% | +0.5% | +16.3% |
| 7D | +19.0% | -13.3% | +32.3% | +17.2% |
| 30D | +23.6% | -43.3% | +66.9% | +17.1% |
| 3M | +8.2% | -46.9% | +55.1% | +2.3% |
| 6M | -35.3% | -65.6% | +30.3% | -39.7% |
| YTD | -60.7% | -5.1% | -55.6% | -62.7% |
| All | -65.5% | -26.3% | -39.2% | -66.7% |
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