-10.5%
STRL vs TDY
+24.0%
-34.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.2% |
| 7D | +15.7% | +4.1% | +11.6% | +9.9% |
| 30D | -35.5% | +5.7% | -41.2% | -38.1% |
| 3M | -47.1% | -4.4% | -42.7% | -42.4% |
| 6M | -65.8% | +1.2% | -67.0% | -65.0% |
| YTD | -4.5% | +26.0% | -30.6% | -14.8% |
| 1Y | -10.5% | +27.4% | -37.8% | -21.2% |
| All | -10.5% | +24.0% | -34.5% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling