-71.8%
TTD vs STRL
-38.5%
-33.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.5% | +1.2% |
| 7D | +5.2% | -26.9% | +32.1% | +2.6% |
| 30D | +6.9% | -52.7% | +59.6% | +0.3% |
| 3M | -26.8% | -52.8% | +26.0% | -31.1% |
| 6M | -46.1% | -71.5% | +25.3% | -50.0% |
| YTD | -65.9% | -17.4% | -48.5% | -68.3% |
| 1Y | -71.8% | -35.0% | -36.9% | -73.1% |
| All | -71.8% | -38.5% | -33.3% | -73.1% |
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