+3,786.6%
STRL vs TPR
+365.1%
+3,421.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +23.4% | -1.1% | +24.6% | +24.1% |
| 30D | -39.5% | +15.1% | -54.6% | -43.7% |
| 3M | -45.1% | -13.4% | -31.7% | -43.1% |
| 6M | -64.6% | +1.4% | -65.9% | -65.9% |
| YTD | -1.5% | +4.8% | -6.3% | -6.2% |
| 1Y | -20.8% | +29.2% | -50.0% | -30.9% |
| 3Y | +353.1% | +403.7% | -50.6% | +118.7% |
| 5Y | +942.9% | +230.8% | +712.0% | +471.4% |
| All | +3,786.6% | +365.1% | +3,421.5% | +1,457.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling