-24.7%
STRL vs TAP
-9.9%
-14.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.2% |
| 7D | -19.8% | -4.5% | -15.3% | -21.4% |
| 30D | -43.6% | +7.5% | -51.0% | -41.0% |
| 3M | -45.2% | -4.9% | -40.3% | -45.4% |
| 6M | -65.7% | -3.5% | -62.2% | -64.6% |
| YTD | -5.4% | -11.4% | +6.0% | -2.2% |
| 1Y | -24.7% | -10.8% | -13.9% | -22.4% |
| All | -24.7% | -9.9% | -14.8% | -22.4% |
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