+3,667.9%
STRL vs TDY
+434.3%
+3,233.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.6% |
| 7D | +15.7% | +4.1% | +11.6% | +12.8% |
| 30D | -35.5% | +5.7% | -41.2% | -36.9% |
| 3M | -47.1% | -4.4% | -42.7% | -44.4% |
| 6M | -65.8% | +1.2% | -67.0% | -65.1% |
| YTD | -4.5% | +26.0% | -30.6% | -14.9% |
| 1Y | -10.5% | +27.4% | -37.8% | -20.7% |
| 3Y | +340.6% | +67.5% | +273.1% | +235.0% |
| 5Y | +911.0% | +44.9% | +866.2% | +725.5% |
| All | +3,667.9% | +434.3% | +3,233.6% | +1,582.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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