+7,285.0%
STRL vs TDG
+547.7%
+6,737.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +4.8% |
| 7D | +5.0% | -1.9% | +6.9% | +6.0% |
| 30D | -6.9% | -7.7% | +0.8% | -3.2% |
| 3M | -39.1% | -9.3% | -29.7% | -36.5% |
| 6M | +21.5% | -9.4% | +30.9% | +26.8% |
| YTD | +66.9% | -14.3% | +81.1% | +77.8% |
| 1Y | +61.6% | -11.8% | +73.5% | +69.5% |
| 3Y | +560.0% | +52.0% | +508.0% | +430.4% |
| 5Y | +2,238.9% | +128.8% | +2,110.0% | +1,434.7% |
| All | +7,285.0% | +547.7% | +6,737.3% | +3,375.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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