+2,022.6%
STRL vs TMF
-87.5%
+2,110.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.7% |
| 7D | +3.4% | -1.4% | +4.8% | +3.4% |
| 30D | -9.2% | -2.8% | -6.4% | -9.2% |
| 3M | -51.0% | -10.9% | -40.1% | -50.9% |
| 6M | +15.8% | -21.3% | +37.1% | +16.3% |
| YTD | +58.9% | -15.9% | +74.7% | +59.5% |
| 1Y | +68.5% | -15.7% | +84.3% | +69.1% |
| 3Y | +485.2% | -43.4% | +528.6% | +486.3% |
| All | +2,022.6% | -87.5% | +2,110.1% | +1,700.8% |
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 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