+4,005.4%
STRL vs TNA
+1,004.3%
+3,001.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.0% | +5.5% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | -9.2% | -4.9% | -4.3% | -7.3% |
| 3M | -51.0% | +0.4% | -51.4% | -50.8% |
| 6M | +15.8% | +32.5% | -16.8% | +5.4% |
| YTD | +58.9% | +53.7% | +5.1% | +36.2% |
| 1Y | +68.5% | +65.1% | +3.4% | +41.1% |
| 3Y | +485.2% | +98.4% | +386.8% | +322.0% |
| 5Y | +2,005.1% | -22.5% | +2,027.6% | +1,779.1% |
| 10Y | +7,118.0% | +82.5% | +7,035.4% | +3,462.6% |
| All | +4,005.4% | +1,004.3% | +3,001.1% | +452.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling