+504.0%
STRL vs TAP
-28.0%
+532.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +5.9% | +5.7% |
| 7D | +3.4% | -2.3% | +5.7% | +3.1% |
| 30D | -9.2% | -2.1% | -7.1% | -9.4% |
| 3M | -51.0% | +6.6% | -57.7% | -50.9% |
| 6M | +15.8% | -11.5% | +27.3% | +15.5% |
| YTD | +58.9% | -10.3% | +69.1% | +58.9% |
| 1Y | +68.5% | -14.4% | +82.9% | +69.5% |
| All | +504.0% | -28.0% | +532.0% | +508.9% |
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