+346.8%
STRL vs TRU
+62.7%
+284.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.4% | +12.6% | +14.6% |
| 7D | -13.3% | +4.9% | -18.2% | -14.1% |
| 30D | -43.3% | +26.9% | -70.3% | -46.0% |
| 3M | -46.9% | +4.0% | -50.9% | -47.6% |
| 6M | -65.6% | +15.8% | -81.4% | -67.9% |
| YTD | -5.1% | -2.6% | -2.5% | -6.4% |
| 1Y | -23.1% | +3.9% | -26.9% | -26.7% |
| 3Y | +346.8% | +59.2% | +287.6% | +261.9% |
| All | +346.8% | +62.7% | +284.1% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling