+2,125.4%
STRL vs TNA
-22.1%
+2,147.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +0.4% |
| 7D | +8.2% | -3.6% | +11.8% | +9.9% |
| 30D | -6.3% | -10.1% | +3.7% | -1.7% |
| 3M | -41.2% | +2.7% | -43.9% | -41.6% |
| 6M | +20.4% | +38.4% | -18.0% | +6.9% |
| YTD | +61.7% | +45.4% | +16.3% | +40.3% |
| 1Y | +72.7% | +55.9% | +16.8% | +46.5% |
| 3Y | +530.9% | +109.8% | +421.1% | +350.6% |
| 5Y | +2,125.4% | -22.5% | +2,147.9% | +1,906.9% |
| All | +2,125.4% | -22.1% | +2,147.5% | +1,906.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling