-31.8%
TE vs STRL
+233.5%
-265.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.0% |
| 7D | -12.6% | -26.9% | +14.3% | -0.2% |
| 30D | -36.7% | -52.7% | +15.9% | -12.5% |
| 3M | -57.5% | -52.8% | -4.6% | -41.5% |
| 6M | -55.2% | -71.5% | +16.3% | -23.7% |
| YTD | -64.7% | -17.4% | -47.2% | -63.0% |
| 1Y | -35.9% | -35.0% | -0.9% | -26.3% |
| 3Y | -31.8% | +239.2% | -271.0% | -63.6% |
| All | -31.8% | +233.5% | -265.3% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling