+3,634.2%
STRL vs TENB
+1.3%
+3,632.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +8.2% | -1.7% | +9.9% | +8.5% |
| 30D | -6.3% | -8.3% | +1.9% | -5.2% |
| 3M | -41.2% | +26.2% | -67.3% | -44.8% |
| 6M | +20.4% | +60.2% | -39.8% | +6.1% |
| YTD | +61.7% | +43.1% | +18.6% | +45.0% |
| 1Y | +72.7% | +9.4% | +63.4% | +65.0% |
| 3Y | +530.9% | -23.9% | +554.8% | +545.6% |
| 5Y | +2,125.4% | -28.2% | +2,153.6% | +2,093.8% |
| All | +3,634.2% | +1.3% | +3,632.9% | +2,824.2% |
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