+3,667.9%
STRL vs TNA
+33.3%
+3,634.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.6% |
| 7D | +15.7% | +3.7% | +11.9% | +14.1% |
| 30D | -35.5% | +4.4% | -39.8% | -36.7% |
| 3M | -47.1% | -26.7% | -20.5% | -39.7% |
| 6M | -65.8% | -12.8% | -52.9% | -63.6% |
| YTD | -4.5% | +22.7% | -27.2% | -10.8% |
| 1Y | -10.5% | +35.7% | -46.1% | -19.8% |
| 3Y | +340.6% | +134.6% | +206.0% | +198.5% |
| 5Y | +911.0% | -46.0% | +957.0% | +949.5% |
| All | +3,667.9% | +33.3% | +3,634.6% | +2,224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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