+907.2%
STRL vs TMF
-88.4%
+995.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.1% | +14.9% | +15.0% |
| 7D | -13.3% | +0.6% | -13.9% | -13.4% |
| 30D | -43.3% | +16.3% | -59.7% | -43.6% |
| 3M | -46.9% | -2.7% | -44.2% | -46.8% |
| 6M | -65.6% | -13.2% | -52.4% | -65.4% |
| YTD | -5.1% | -16.7% | +11.6% | -4.6% |
| 1Y | -23.1% | -22.7% | -0.3% | -22.6% |
| 3Y | +346.8% | -26.1% | +372.9% | +347.8% |
| 5Y | +907.2% | -88.4% | +995.6% | +725.7% |
| All | +907.2% | -88.4% | +995.6% | +725.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling