+396.5%
TTMI vs STRL
+3,697.3%
-3,300.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -1.7% |
| 7D | +11.4% | +15.7% | -4.3% | +5.5% |
| 30D | -28.3% | -35.5% | +7.2% | -14.2% |
| 3M | -46.7% | -47.1% | +0.5% | -30.9% |
| 6M | -56.1% | -65.8% | +9.7% | -34.0% |
| YTD | +7.4% | -4.5% | +11.9% | +8.5% |
| 1Y | +17.4% | -10.5% | +27.9% | +21.9% |
| 3Y | +429.1% | +340.6% | +88.5% | +220.2% |
| 5Y | +418.8% | +911.0% | -492.3% | +133.7% |
| All | +396.5% | +3,697.3% | -3,300.8% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling