+2,290.6%
STRL vs TDG
+13,257.8%
-10,967.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.6% |
| 7D | +3.4% | -2.0% | +5.4% | +4.5% |
| 30D | -9.2% | -7.4% | -1.9% | -5.7% |
| 3M | -51.0% | -5.4% | -45.7% | -50.1% |
| 6M | +15.8% | -11.6% | +27.4% | +22.7% |
| YTD | +58.9% | -12.6% | +71.5% | +68.3% |
| 1Y | +68.5% | -9.3% | +77.9% | +74.6% |
| 3Y | +485.2% | +49.2% | +436.0% | +368.0% |
| 5Y | +2,005.1% | +132.1% | +1,873.0% | +1,227.9% |
| 10Y | +7,118.0% | +544.8% | +6,573.1% | +2,381.9% |
| All | +2,290.6% | +13,257.8% | -10,967.1% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling