-80.5%
TE vs STRL
+1,969.3%
-2,049.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | 0.0% | -2.0% |
| 7D | -19.1% | +15.7% | -34.7% | -23.4% |
| 30D | -34.1% | -35.5% | +1.3% | -24.4% |
| 3M | -60.1% | -47.1% | -13.0% | -51.1% |
| 6M | -66.0% | -65.8% | -0.2% | -51.7% |
| YTD | -71.4% | -4.5% | -66.9% | -71.1% |
| 1Y | -45.3% | -10.5% | -34.8% | -43.7% |
| 3Y | +9.1% | +340.6% | -331.5% | -27.6% |
| 5Y | -82.6% | +911.0% | -993.6% | -90.1% |
| All | -80.5% | +1,969.3% | -2,049.8% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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