+340.6%
STRL vs TDG
+43.8%
+296.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.2% | -3.8% |
| 7D | +15.7% | +1.7% | +14.0% | +14.5% |
| 30D | -35.5% | +9.7% | -45.2% | -39.2% |
| 3M | -47.1% | -2.3% | -44.8% | -46.4% |
| 6M | -65.8% | +1.3% | -67.1% | -66.7% |
| YTD | -4.5% | -8.5% | +3.9% | -2.4% |
| 1Y | -10.5% | -8.1% | -2.3% | -8.7% |
| 3Y | +340.6% | +43.4% | +297.2% | +166.4% |
| All | +340.6% | +43.8% | +296.8% | +166.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling