+526.2%
STRL vs TNA
+99.7%
+426.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -0.4% |
| 7D | +5.4% | -7.6% | +13.0% | +10.0% |
| 30D | -9.0% | -13.6% | +4.6% | -1.3% |
| 3M | -37.1% | +2.8% | -39.9% | -37.8% |
| 6M | +17.8% | +34.5% | -16.7% | +3.4% |
| YTD | +58.3% | +41.0% | +17.3% | +35.0% |
| 1Y | +61.0% | +52.0% | +9.0% | +33.2% |
| All | +526.2% | +99.7% | +426.5% | +362.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling