-45.4%
TE vs STRL
+2,102.6%
-2,148.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.3% |
| 7D | +15.0% | +8.2% | +6.8% | +11.1% |
| 30D | -7.5% | -6.3% | -1.2% | -5.2% |
| 3M | -42.0% | -41.2% | -0.8% | -26.5% |
| 6M | -31.4% | +20.4% | -51.8% | -40.0% |
| YTD | -26.5% | +61.7% | -88.2% | -43.5% |
| 1Y | +153.1% | +72.7% | +80.4% | +82.8% |
| 3Y | -20.7% | +530.9% | -551.6% | -71.6% |
| 5Y | -45.4% | +2,125.4% | -2,170.8% | -90.4% |
| All | -45.4% | +2,102.6% | -2,148.1% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling