-25.9%
STRL vs TAP
+4.4%
-30.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.0% | -24.5% | -19.8% |
| 7D | -27.1% | +9.9% | -37.0% | -23.1% |
| 30D | -45.8% | +18.1% | -63.9% | -41.1% |
| 3M | -47.6% | +3.2% | -50.8% | -45.6% |
| 6M | -46.4% | +8.4% | -54.9% | -43.3% |
| YTD | -7.4% | -4.4% | -3.0% | -2.1% |
| 1Y | -25.9% | +3.2% | -29.1% | -21.7% |
| All | -25.9% | +4.4% | -30.2% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling