+9,673.6%
STRL vs TAP
+700.2%
+8,973.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.1% | -11.8% | -13.5% |
| 7D | -34.6% | +7.7% | -42.3% | -35.6% |
| 30D | -56.7% | +14.4% | -71.1% | -57.8% |
| 3M | -54.4% | +2.0% | -56.5% | -54.9% |
| 6M | -69.7% | +2.5% | -72.2% | -70.3% |
| YTD | -20.2% | -6.4% | -13.8% | -20.6% |
| 1Y | -40.6% | -2.3% | -38.2% | -41.4% |
| 3Y | +221.7% | -20.3% | +242.0% | +224.5% |
| 5Y | +799.0% | +6.9% | +792.1% | +753.7% |
| 10Y | +3,451.5% | -46.3% | +3,497.8% | +3,527.6% |
| All | +9,673.6% | +700.2% | +8,973.4% | +9,503.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling