+3,667.9%
STRL vs TDG
+551.7%
+3,116.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.2% | -3.6% |
| 7D | +15.7% | +1.7% | +14.0% | +14.8% |
| 30D | -35.5% | +9.7% | -45.2% | -38.5% |
| 3M | -47.1% | -2.3% | -44.8% | -46.6% |
| 6M | -65.8% | +1.3% | -67.1% | -66.4% |
| YTD | -4.5% | -8.5% | +3.9% | -1.6% |
| 1Y | -10.5% | -8.1% | -2.3% | -7.8% |
| 3Y | +340.6% | +43.4% | +297.2% | +263.5% |
| 5Y | +911.0% | +127.8% | +783.3% | +561.2% |
| All | +3,667.9% | +551.7% | +3,116.3% | +1,604.5% |
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