+7,285.0%
STRL vs TDY
+479.2%
+6,805.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +4.6% |
| 7D | +5.0% | -1.1% | +6.2% | +5.9% |
| 30D | -6.9% | -12.0% | +5.1% | +1.8% |
| 3M | -39.1% | -3.2% | -35.9% | -37.3% |
| 6M | +21.5% | -7.9% | +29.4% | +30.5% |
| YTD | +66.9% | +18.2% | +48.7% | +52.7% |
| 1Y | +61.6% | +6.7% | +55.0% | +58.6% |
| 3Y | +560.0% | +47.5% | +512.5% | +434.3% |
| 5Y | +2,238.9% | +39.5% | +2,199.4% | +1,823.5% |
| All | +7,285.0% | +479.2% | +6,805.7% | +2,767.3% |
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