+3,667.8%
STRL vs TMF
-84.4%
+3,752.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | -26.9% | +1.2% | -28.1% | -26.7% |
| 30D | -52.7% | +19.7% | -72.4% | -51.5% |
| 3M | -52.8% | -2.1% | -50.7% | -52.8% |
| 6M | -71.5% | -13.4% | -58.0% | -71.8% |
| YTD | -17.4% | -16.7% | -0.7% | -18.9% |
| 1Y | -35.0% | -23.3% | -11.6% | -36.9% |
| 3Y | +239.2% | -24.8% | +264.0% | +236.6% |
| 5Y | +830.2% | -88.0% | +918.2% | +527.2% |
| All | +3,667.8% | -84.4% | +3,752.2% | +2,963.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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