+3,667.8%
STRL vs TPR
+383.4%
+3,284.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.9% |
| 7D | -26.9% | +14.2% | -41.1% | -31.6% |
| 30D | -52.7% | +17.1% | -69.8% | -56.3% |
| 3M | -52.8% | -17.7% | -35.1% | -50.2% |
| 6M | -71.5% | -10.2% | -61.3% | -71.1% |
| YTD | -17.4% | +4.9% | -22.4% | -21.5% |
| 1Y | -35.0% | +36.1% | -71.1% | -44.6% |
| 3Y | +239.2% | +416.5% | -177.2% | +61.6% |
| 5Y | +830.2% | +254.8% | +575.4% | +392.9% |
| All | +3,667.8% | +383.4% | +3,284.4% | +1,345.2% |
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