+3,667.9%
STRL vs TD
+300.0%
+3,367.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.0% |
| 7D | +15.7% | +1.1% | +14.5% | +14.8% |
| 30D | -35.5% | +5.2% | -40.7% | -38.4% |
| 3M | -47.1% | +1.2% | -48.4% | -47.8% |
| 6M | -65.8% | +17.7% | -83.5% | -70.1% |
| YTD | -4.5% | +34.2% | -38.7% | -24.6% |
| 1Y | -10.5% | +55.4% | -65.9% | -37.2% |
| 3Y | +340.6% | +130.4% | +210.2% | +120.0% |
| 5Y | +911.0% | +101.8% | +809.2% | +456.7% |
| All | +3,667.9% | +300.0% | +3,367.9% | +1,300.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling