+2,166.1%
STRL vs TDY
+34.0%
+2,132.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | 0.0% |
| 7D | +8.2% | -1.8% | +10.0% | +9.9% |
| 30D | -6.3% | -13.8% | +7.5% | +6.3% |
| 3M | -41.2% | -3.9% | -37.3% | -38.6% |
| 6M | +20.4% | -9.0% | +29.4% | +32.2% |
| YTD | +61.7% | +16.5% | +45.1% | +47.5% |
| 1Y | +72.7% | +9.3% | +63.4% | +66.3% |
| 3Y | +530.9% | +45.1% | +485.8% | +406.6% |
| All | +2,166.1% | +34.0% | +2,132.1% | +1,691.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling