+379.4%
TTD vs STRL
+6,981.4%
-6,602.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.8% | -10.1% | -5.5% |
| 7D | +6.3% | +3.4% | +2.9% | +5.5% |
| 30D | -23.9% | -9.2% | -14.7% | -22.8% |
| 3M | -31.4% | -51.0% | +19.7% | -22.7% |
| 6M | -42.7% | +15.8% | -58.4% | -50.7% |
| YTD | -62.0% | +58.9% | -120.9% | -70.4% |
| 1Y | -72.2% | +68.5% | -140.7% | -79.3% |
| 3Y | -81.9% | +485.2% | -567.2% | -91.3% |
| 5Y | -81.5% | +2,005.1% | -2,086.7% | -94.0% |
| All | +379.4% | +6,981.4% | -6,602.0% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling