+2,083.7%
STRL vs TENB
+26.2%
+2,057.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.3% |
| 7D | -19.8% | -10.8% | -9.0% | -18.0% |
| 30D | -43.6% | +0.9% | -44.4% | -43.7% |
| 3M | -45.2% | +14.3% | -59.5% | -47.2% |
| 6M | -65.7% | +92.2% | -157.9% | -70.8% |
| YTD | -5.4% | +78.3% | -83.8% | -19.3% |
| 1Y | -24.7% | +49.5% | -74.2% | -33.0% |
| 3Y | +335.0% | +12.2% | +322.9% | +311.4% |
| 5Y | +915.3% | -22.4% | +937.7% | +885.0% |
| All | +2,083.7% | +26.2% | +2,057.5% | +1,527.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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