+2,445.1%
STRL vs TNA
+790.3%
+1,654.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +1.2% |
| 7D | +23.4% | +7.7% | +15.7% | +20.1% |
| 30D | -39.5% | -0.7% | -38.8% | -39.3% |
| 3M | -45.1% | -25.4% | -19.7% | -38.3% |
| 6M | -64.6% | -11.8% | -52.7% | -62.6% |
| YTD | -1.5% | +23.9% | -25.4% | -8.1% |
| 1Y | -20.8% | +25.6% | -46.4% | -26.3% |
| 3Y | +353.1% | +137.1% | +216.0% | +209.3% |
| 5Y | +942.9% | -45.4% | +988.3% | +972.4% |
| 10Y | +3,847.6% | +39.5% | +3,808.2% | +2,074.5% |
| All | +2,445.1% | +790.3% | +1,654.8% | +272.6% |
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 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