+2,133.0%
STRL vs TENB
-28.0%
+2,161.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.5% |
| 7D | +10.1% | -5.0% | +15.1% | +11.0% |
| 30D | -8.2% | -7.4% | -0.8% | -7.4% |
| 3M | -43.7% | +22.3% | -66.0% | -46.4% |
| 6M | +27.1% | +60.2% | -33.1% | +13.6% |
| YTD | +64.0% | +43.2% | +20.8% | +49.1% |
| 1Y | +75.2% | +8.2% | +67.0% | +70.5% |
| 3Y | +539.9% | -23.8% | +563.7% | +566.1% |
| 5Y | +2,133.0% | -26.9% | +2,159.9% | +2,082.1% |
| All | +2,133.0% | -28.0% | +2,161.0% | +2,082.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling