+227.8%
STRL vs TMF
-25.2%
+253.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.6% | -14.4% | -13.9% |
| 7D | -34.6% | +2.7% | -37.3% | -34.7% |
| 30D | -56.7% | +19.3% | -76.0% | -57.1% |
| 3M | -54.4% | -3.7% | -50.8% | -54.3% |
| 6M | -69.7% | -11.3% | -58.4% | -69.4% |
| YTD | -20.2% | -16.6% | -3.6% | -19.3% |
| 1Y | -40.6% | -21.1% | -19.4% | -39.8% |
| All | +227.8% | -25.2% | +253.0% | +232.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling