-76.7%
TE vs STRL
+1,957.1%
-2,033.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +15.0% | -17.9% | -8.1% |
| 7D | -10.5% | -13.3% | +2.8% | -7.0% |
| 30D | -32.4% | -43.3% | +10.9% | -18.9% |
| 3M | -60.9% | -46.9% | -14.0% | -52.2% |
| 6M | -62.8% | -65.6% | +2.8% | -47.4% |
| YTD | -65.7% | -5.1% | -60.6% | -65.3% |
| 1Y | -39.9% | -23.1% | -16.8% | -35.5% |
| 3Y | +10.6% | +346.8% | -336.2% | -26.9% |
| 5Y | -79.7% | +907.2% | -986.8% | -88.5% |
| All | -76.7% | +1,957.1% | -2,033.8% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling