+784.6%
STRL vs TD
+101.6%
+683.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.9% |
| 7D | -26.9% | -1.7% | -25.2% | -26.1% |
| 30D | -52.7% | +8.2% | -60.9% | -55.8% |
| 3M | -52.8% | +1.7% | -54.5% | -53.6% |
| 6M | -71.5% | +14.2% | -85.7% | -74.2% |
| YTD | -17.4% | +32.8% | -50.2% | -32.7% |
| 1Y | -35.0% | +55.5% | -90.4% | -52.3% |
| 3Y | +239.2% | +129.6% | +109.6% | +86.9% |
| All | +784.6% | +101.6% | +683.0% | +432.6% |
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 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