-75.3%
TTD vs STRL
+341.0%
-416.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.4% | +1.6% |
| 7D | +21.3% | +15.7% | +5.6% | +19.9% |
| 30D | +28.7% | -35.5% | +64.2% | +32.1% |
| 3M | +7.7% | -47.1% | +54.8% | +11.9% |
| 6M | -23.5% | -65.8% | +42.3% | -17.9% |
| YTD | -58.7% | -4.5% | -54.2% | -65.3% |
| 1Y | -63.4% | -10.5% | -52.9% | -69.0% |
| 3Y | -75.3% | +340.6% | -415.9% | -87.7% |
| All | -75.3% | +341.0% | -416.3% | -87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling