+7,285.0%
STRL vs TRI
+196.2%
+7,088.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.2% |
| 7D | +5.0% | -7.9% | +12.9% | +6.2% |
| 30D | -6.9% | -4.5% | -2.4% | -6.7% |
| 3M | -39.1% | +22.1% | -61.2% | -43.8% |
| 6M | +21.5% | -2.8% | +24.3% | +18.7% |
| YTD | +66.9% | -23.4% | +90.3% | +78.3% |
| 1Y | +61.6% | -41.5% | +103.2% | +97.7% |
| 3Y | +560.0% | -19.2% | +579.2% | +553.0% |
| 5Y | +2,238.9% | -9.4% | +2,248.3% | +2,025.9% |
| All | +7,285.0% | +196.2% | +7,088.8% | +4,500.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling