+61.6%
STRL vs TNA
+52.8%
+8.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.5% |
| 7D | +5.0% | -7.3% | +12.3% | +11.9% |
| 30D | -6.9% | -14.2% | +7.3% | +6.1% |
| 3M | -39.1% | -4.6% | -34.5% | -36.7% |
| 6M | +21.5% | +36.9% | -15.4% | -2.5% |
| YTD | +66.9% | +42.5% | +24.3% | +26.6% |
| 1Y | +61.6% | +45.8% | +15.9% | +20.9% |
| All | +61.6% | +52.8% | +8.8% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling