+2,119.0%
STRL vs TDG
+125.9%
+1,993.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +5.4% | -2.7% | +8.1% | +7.1% |
| 30D | -9.0% | -9.3% | +0.3% | -3.7% |
| 3M | -37.1% | -7.1% | -30.0% | -34.9% |
| 6M | +17.8% | -11.2% | +29.0% | +24.9% |
| YTD | +58.3% | -15.3% | +73.6% | +70.9% |
| 1Y | +61.0% | -12.5% | +73.5% | +69.9% |
| 3Y | +517.8% | +51.2% | +466.6% | +362.2% |
| 5Y | +2,119.0% | +126.1% | +1,992.9% | +1,185.4% |
| All | +2,119.0% | +125.9% | +1,993.2% | +1,185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling