+38,819.2%
STRL vs TPR
+7,380.8%
+31,438.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.7% | +5.8% |
| 7D | +3.4% | -2.3% | +5.7% | +4.2% |
| 30D | -9.2% | -23.0% | +13.7% | -2.3% |
| 3M | -51.0% | -12.5% | -38.6% | -49.6% |
| 6M | +15.8% | -21.4% | +37.2% | +24.1% |
| YTD | +58.9% | -3.5% | +62.4% | +59.2% |
| 1Y | +68.5% | +17.4% | +51.2% | +59.0% |
| 3Y | +485.2% | +291.3% | +194.0% | +273.5% |
| 5Y | +2,005.1% | +241.9% | +1,763.2% | +1,257.5% |
| 10Y | +7,118.0% | +322.7% | +6,795.3% | +3,881.3% |
| All | +38,819.2% | +7,380.8% | +31,438.4% | +19,708.6% |
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