-25.9%
STRL vs TD
+61.0%
-86.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.8% | -24.2% | -25.2% |
| 7D | -27.1% | +1.4% | -28.4% | -29.0% |
| 30D | -45.8% | +10.2% | -56.0% | -53.8% |
| 3M | -47.6% | +8.1% | -55.8% | -54.2% |
| 6M | -46.4% | +22.3% | -68.7% | -61.4% |
| YTD | -7.4% | +39.0% | -46.4% | -47.2% |
| 1Y | -25.9% | +62.6% | -88.5% | -74.1% |
| All | -25.9% | +61.0% | -86.9% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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