+443.1%
TTMI vs STRL
+43,143.6%
-42,700.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.8% | +3.1% | +7.5% |
| 7D | +5.9% | +3.4% | +2.5% | +5.1% |
| 30D | -4.3% | -9.2% | +4.9% | -1.8% |
| 3M | -32.0% | -51.0% | +19.0% | -19.4% |
| 6M | +19.5% | +15.8% | +3.7% | +13.8% |
| YTD | +82.0% | +58.9% | +23.2% | +61.9% |
| 1Y | +172.6% | +68.5% | +104.1% | +140.7% |
| 3Y | +744.7% | +485.2% | +259.4% | +458.6% |
| 5Y | +805.6% | +2,005.1% | -1,199.6% | +355.6% |
| 10Y | +1,057.6% | +7,118.0% | -6,060.3% | +329.5% |
| All | +443.1% | +43,143.6% | -42,700.4% | +49.8% |
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