+225.8%
TTMI vs STRL
+25,737.3%
-25,511.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +15.0% | -1.7% | +9.6% |
| 7D | -1.6% | -13.3% | +11.7% | +2.1% |
| 30D | -37.7% | -43.3% | +5.6% | -27.8% |
| 3M | -45.1% | -46.9% | +1.8% | -35.1% |
| 6M | -52.1% | -65.6% | +13.5% | -37.4% |
| YTD | +9.2% | -5.1% | +14.3% | +11.3% |
| 1Y | +12.9% | -23.1% | +36.0% | +21.0% |
| 3Y | +445.5% | +346.8% | +98.6% | +295.0% |
| 5Y | +427.9% | +907.2% | -479.3% | +218.7% |
| 10Y | +449.9% | +3,988.2% | -3,538.3% | +137.0% |
| All | +225.8% | +25,737.3% | -25,511.6% | +3.0% |
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