+515.0%
STRL vs TENB
-25.3%
+540.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.4% | +5.9% |
| 7D | +3.4% | -9.1% | +12.5% | +4.9% |
| 30D | -9.2% | -4.9% | -4.4% | -9.0% |
| 3M | -51.0% | +16.9% | -68.0% | -52.8% |
| 6M | +15.8% | +68.0% | -52.2% | +2.5% |
| YTD | +58.9% | +45.6% | +13.3% | +45.8% |
| 1Y | +68.5% | +12.7% | +55.8% | +70.1% |
| All | +515.0% | -25.3% | +540.3% | +620.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling