+3,786.6%
STRL vs TMF
-81.8%
+3,868.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -1.3% |
| 7D | +23.4% | -8.2% | +31.6% | +22.2% |
| 30D | -39.5% | +5.3% | -44.9% | -39.0% |
| 3M | -45.1% | -8.5% | -36.6% | -45.4% |
| 6M | -64.6% | -17.2% | -47.4% | -65.2% |
| YTD | -1.5% | -23.4% | +21.9% | -4.2% |
| 1Y | -20.8% | -30.2% | +9.5% | -23.9% |
| 3Y | +353.1% | -32.9% | +386.1% | +342.7% |
| 5Y | +942.9% | -88.5% | +1,031.4% | +612.4% |
| All | +3,786.6% | -81.8% | +3,868.4% | +3,202.9% |
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