-20.8%
STRL vs TPR
+29.9%
-50.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +23.4% | -1.1% | +24.6% | +23.9% |
| 30D | -39.5% | +15.1% | -54.6% | -43.3% |
| 3M | -45.1% | -13.4% | -31.7% | -41.5% |
| 6M | -64.6% | +1.4% | -65.9% | -66.9% |
| YTD | -1.5% | +4.8% | -6.3% | -6.5% |
| 1Y | -20.8% | +29.2% | -50.0% | -36.7% |
| All | -20.8% | +29.9% | -50.7% | -36.7% |
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