+843.5%
TTMI vs STRL
+2,093.0%
-1,249.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.2% | +1.6% |
| 7D | +12.2% | +10.1% | +2.0% | +7.8% |
| 30D | -5.7% | -8.2% | +2.5% | -1.9% |
| 3M | -27.5% | -43.7% | +16.2% | -8.5% |
| 6M | +47.1% | +27.1% | +20.0% | +26.6% |
| YTD | +87.5% | +64.0% | +23.5% | +45.4% |
| 1Y | +175.2% | +75.2% | +100.1% | +110.3% |
| 3Y | +901.9% | +539.9% | +362.0% | +360.8% |
| 5Y | +843.5% | +2,133.0% | -1,289.5% | +157.1% |
| All | +843.5% | +2,093.0% | -1,249.5% | +157.1% |
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 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