+239.2%
STRL vs TAP
-23.7%
+262.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +2.4% |
| 7D | -26.9% | +0.5% | -27.4% | -26.7% |
| 30D | -52.7% | +9.1% | -61.8% | -51.7% |
| 3M | -52.8% | -3.8% | -49.0% | -52.7% |
| 6M | -71.5% | -3.4% | -68.0% | -71.1% |
| YTD | -17.4% | -10.6% | -6.8% | -16.9% |
| 1Y | -35.0% | -4.4% | -30.6% | -34.5% |
| 3Y | +239.2% | -24.4% | +263.6% | +226.3% |
| All | +239.2% | -23.7% | +262.9% | +226.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling