+25,638.7%
STRL vs TD
+8,082.4%
+17,556.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -19.8% | -0.7% | -19.1% | -19.6% |
| 30D | -43.6% | +7.6% | -51.2% | -45.7% |
| 3M | -45.2% | +3.0% | -48.2% | -46.1% |
| 6M | -65.7% | +16.8% | -82.6% | -68.2% |
| YTD | -5.4% | +34.3% | -39.8% | -17.9% |
| 1Y | -24.7% | +56.0% | -80.7% | -39.2% |
| 3Y | +335.0% | +132.4% | +202.7% | +185.8% |
| 5Y | +915.3% | +103.7% | +811.6% | +611.1% |
| 10Y | +3,877.5% | +299.2% | +3,578.3% | +1,981.8% |
| All | +25,638.7% | +8,082.4% | +17,556.2% | +6,398.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling