+43,913.3%
STRL vs TDY
+6,954.6%
+36,958.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +8.2% | -1.8% | +10.0% | +8.8% |
| 30D | -6.3% | -13.8% | +7.5% | -1.8% |
| 3M | -41.2% | -3.9% | -37.3% | -40.2% |
| 6M | +20.4% | -9.0% | +29.4% | +25.1% |
| YTD | +61.7% | +16.5% | +45.1% | +56.1% |
| 1Y | +72.7% | +9.3% | +63.4% | +70.5% |
| 3Y | +530.9% | +45.1% | +485.8% | +477.3% |
| 5Y | +2,125.4% | +35.0% | +2,090.4% | +1,972.9% |
| 10Y | +7,301.3% | +469.0% | +6,832.3% | +4,740.1% |
| All | +43,913.3% | +6,954.6% | +36,958.8% | +26,737.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling