-20.8%
STRL vs TAP
-13.1%
-7.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.9% |
| 7D | +23.4% | -6.3% | +29.8% | +19.2% |
| 30D | -39.5% | +2.7% | -42.2% | -38.1% |
| 3M | -45.1% | -3.7% | -41.3% | -45.1% |
| 6M | -64.6% | -2.0% | -62.5% | -63.9% |
| YTD | -1.5% | -12.3% | +10.8% | +1.6% |
| 1Y | -20.8% | -10.1% | -10.7% | -17.3% |
| All | -20.8% | -13.1% | -7.7% | -17.3% |
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