+3,877.1%
STRL vs TMF
-81.8%
+3,958.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.9% |
| 7D | +7.1% | -3.4% | +10.5% | +6.7% |
| 30D | -39.4% | +11.5% | -50.9% | -38.5% |
| 3M | -43.0% | -4.5% | -38.5% | -43.0% |
| 6M | -65.0% | -15.0% | -50.0% | -65.5% |
| YTD | -0.8% | -19.9% | +19.1% | -2.9% |
| 1Y | -20.3% | -26.6% | +6.3% | -23.0% |
| 3Y | +356.5% | -29.8% | +386.3% | +348.4% |
| 5Y | +952.8% | -88.2% | +1,041.0% | +619.9% |
| 10Y | +3,877.1% | -81.4% | +3,958.5% | +3,346.3% |
| All | +3,877.1% | -81.8% | +3,958.9% | +3,346.3% |
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