+826.9%
TTMI vs STRL
+509.6%
+317.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.8% | +3.1% | +6.3% |
| 7D | +5.9% | +3.4% | +2.5% | +4.4% |
| 30D | -4.3% | -9.2% | +4.9% | +0.2% |
| 3M | -32.0% | -51.0% | +19.0% | -8.6% |
| 6M | +19.5% | +15.8% | +3.7% | +6.3% |
| YTD | +82.0% | +58.9% | +23.2% | +40.8% |
| 1Y | +172.6% | +68.5% | +104.1% | +108.9% |
| All | +826.9% | +509.6% | +317.4% | +353.3% |
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