+2,394.8%
STRL vs TMF
-68.9%
+2,463.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.8% |
| 7D | +3.4% | -1.4% | +4.8% | +3.2% |
| 30D | -9.2% | -2.8% | -6.4% | -9.5% |
| 3M | -51.0% | -10.9% | -40.1% | -51.8% |
| 6M | +15.8% | -21.3% | +37.1% | +11.6% |
| YTD | +58.9% | -15.9% | +74.7% | +54.8% |
| 1Y | +68.5% | -15.7% | +84.3% | +64.5% |
| 3Y | +485.2% | -43.4% | +528.6% | +449.2% |
| 5Y | +2,005.1% | -87.8% | +2,092.9% | +1,410.7% |
| 10Y | +7,118.0% | -86.7% | +7,204.7% | +5,759.3% |
| All | +2,394.8% | -68.9% | +2,463.7% | +2,512.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling