-64.7%
TE vs STRL
-64.3%
-0.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | -0.3% |
| 7D | -22.0% | +7.1% | -29.1% | -25.6% |
| 30D | -33.6% | -39.4% | +5.7% | -8.0% |
| 3M | -61.1% | -43.0% | -18.1% | -44.4% |
| 6M | -64.7% | -65.0% | +0.3% | -25.0% |
| All | -64.7% | -64.3% | -0.4% | -25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling