+427.9%
TTMI vs STRL
+916.0%
-488.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +15.0% | -1.7% | +6.3% |
| 7D | -1.6% | -13.3% | +11.7% | +4.8% |
| 30D | -37.7% | -43.3% | +5.6% | -18.7% |
| 3M | -45.1% | -46.9% | +1.8% | -26.1% |
| 6M | -52.1% | -65.6% | +13.5% | -23.6% |
| YTD | +9.2% | -5.1% | +14.3% | +8.8% |
| 1Y | +12.9% | -23.1% | +36.0% | +22.9% |
| 3Y | +445.5% | +346.8% | +98.6% | +197.6% |
| 5Y | +427.9% | +907.2% | -479.3% | +78.5% |
| All | +427.9% | +916.0% | -488.1% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling