+19,447.2%
STRL vs TPR
+8,117.6%
+11,329.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +7.1% | -20.9% | -16.1% |
| 7D | -34.6% | +13.9% | -48.5% | -37.8% |
| 30D | -56.7% | +14.9% | -71.6% | -58.9% |
| 3M | -54.4% | -15.4% | -39.0% | -52.9% |
| 6M | -69.7% | -4.5% | -65.2% | -69.9% |
| YTD | -20.2% | +6.0% | -26.2% | -23.2% |
| 1Y | -40.6% | +24.3% | -64.9% | -45.7% |
| 3Y | +221.7% | +412.8% | -191.2% | +86.9% |
| 5Y | +799.0% | +258.4% | +540.5% | +464.8% |
| 10Y | +3,451.5% | +396.8% | +3,054.6% | +1,752.3% |
| All | +19,447.2% | +8,117.6% | +11,329.6% | +9,452.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling