+68.5%
STRL vs TPR
+18.2%
+50.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +6.0% |
| 7D | +3.4% | -2.7% | +6.1% | +4.9% |
| 30D | -9.2% | -23.3% | +14.0% | +3.5% |
| 3M | -51.0% | -12.8% | -38.2% | -49.5% |
| 6M | +15.8% | -21.7% | +37.5% | +27.8% |
| YTD | +58.9% | -3.9% | +62.7% | +55.6% |
| 1Y | +68.5% | +16.9% | +51.6% | +43.0% |
| All | +68.5% | +18.2% | +50.4% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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