+153.1%
TE vs STRL
+72.5%
+80.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.4% |
| 7D | +15.0% | +8.2% | +6.8% | +11.3% |
| 30D | -7.5% | -6.3% | -1.2% | -5.3% |
| 3M | -42.0% | -41.2% | -0.8% | -28.5% |
| 6M | -31.4% | +20.4% | -51.8% | -35.4% |
| YTD | -26.5% | +61.7% | -88.2% | -37.6% |
| 1Y | +153.1% | +72.7% | +80.4% | +180.7% |
| All | +153.1% | +72.5% | +80.6% | +180.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling