-20.3%
STRL vs TNA
+32.4%
-52.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.3% | +2.7% |
| 7D | +7.1% | -2.1% | +9.3% | +9.5% |
| 30D | -39.4% | +3.1% | -42.5% | -41.4% |
| 3M | -43.0% | -20.2% | -22.8% | -31.3% |
| 6M | -65.0% | -10.0% | -55.0% | -62.3% |
| YTD | -0.8% | +30.3% | -31.1% | -19.7% |
| 1Y | -20.3% | +31.1% | -51.4% | -35.7% |
| All | -20.3% | +32.4% | -52.7% | -35.7% |
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