+2,133.0%
STRL vs TD
+123.5%
+2,009.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +4.0% |
| 7D | +10.1% | +0.9% | +9.3% | +9.2% |
| 30D | -8.2% | -0.7% | -7.5% | -7.7% |
| 3M | -43.7% | +6.3% | -50.0% | -46.0% |
| 6M | +27.1% | +27.9% | -0.8% | +6.8% |
| YTD | +64.0% | +29.8% | +34.2% | +36.4% |
| 1Y | +75.2% | +63.7% | +11.5% | +24.5% |
| 3Y | +539.9% | +128.3% | +411.6% | +254.6% |
| 5Y | +2,133.0% | +125.5% | +2,007.5% | +1,092.7% |
| All | +2,133.0% | +123.5% | +2,009.5% | +1,092.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling