+3,667.9%
STRL vs TMF
-82.1%
+3,750.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -3.2% |
| 7D | +15.7% | -9.3% | +24.9% | +14.3% |
| 30D | -35.5% | +1.9% | -37.4% | -35.2% |
| 3M | -47.1% | -11.2% | -35.9% | -47.6% |
| 6M | -65.8% | -17.7% | -48.1% | -66.4% |
| YTD | -4.5% | -24.5% | +19.9% | -7.2% |
| 1Y | -10.5% | -29.4% | +19.0% | -13.8% |
| 3Y | +340.6% | -33.4% | +374.0% | +330.2% |
| 5Y | +911.0% | -88.7% | +999.7% | +589.5% |
| All | +3,667.9% | -82.1% | +3,750.0% | +3,096.8% |
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