-25.9%
STRL vs TRI
-22.4%
-3.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.4% | -27.9% | -17.4% |
| 7D | -27.1% | +1.0% | -28.0% | -25.1% |
| 30D | -45.8% | +20.8% | -66.6% | -37.9% |
| 3M | -47.6% | +8.1% | -55.7% | -42.6% |
| 6M | -46.4% | +24.2% | -70.6% | -31.8% |
| YTD | -7.4% | -7.8% | +0.4% | +5.9% |
| 1Y | -25.9% | -16.7% | -9.2% | -17.3% |
| All | -25.9% | -22.4% | -3.4% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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