+2,022.6%
STRL vs TPR
+239.8%
+1,782.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.7% | +5.8% |
| 7D | +3.4% | -2.3% | +5.7% | +4.4% |
| 30D | -9.2% | -23.0% | +13.7% | +0.1% |
| 3M | -51.0% | -12.5% | -38.6% | -49.2% |
| 6M | +15.8% | -21.4% | +37.2% | +26.4% |
| YTD | +58.9% | -3.5% | +62.4% | +58.9% |
| 1Y | +68.5% | +17.4% | +51.2% | +55.8% |
| 3Y | +485.2% | +291.3% | +194.0% | +234.0% |
| All | +2,022.6% | +239.8% | +1,782.7% | +1,123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling