+240.3%
TTMI vs STRL
+26,908.9%
-26,668.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.9% | +4.0% | +7.7% |
| 7D | +7.2% | +7.1% | +0.1% | +6.0% |
| 30D | -28.7% | -39.4% | +10.7% | -18.6% |
| 3M | -39.8% | -43.0% | +3.2% | -30.0% |
| 6M | -51.7% | -65.0% | +13.3% | -37.2% |
| YTD | +14.1% | -0.8% | +14.8% | +15.1% |
| 1Y | +16.0% | -20.3% | +36.3% | +23.2% |
| 3Y | +452.7% | +356.5% | +96.2% | +297.9% |
| 5Y | +451.5% | +952.8% | -501.3% | +229.5% |
| 10Y | +443.1% | +3,877.1% | -3,434.0% | +134.7% |
| All | +240.3% | +26,908.9% | -26,668.6% | +6.5% |
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 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