-53.2%
TE vs STRL
+3,343.0%
-3,396.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.4% | -0.6% |
| 7D | -4.0% | +3.4% | -7.4% | -5.0% |
| 30D | -15.9% | -9.2% | -6.7% | -13.3% |
| 3M | -60.5% | -51.0% | -9.5% | -50.1% |
| 6M | -35.2% | +15.8% | -51.0% | -39.1% |
| YTD | -31.1% | +58.9% | -90.0% | -40.8% |
| 1Y | +148.6% | +68.5% | +80.1% | +107.1% |
| 3Y | -26.4% | +485.2% | -511.6% | -57.0% |
| 5Y | -48.0% | +2,005.1% | -2,053.1% | -75.2% |
| All | -53.2% | +3,343.0% | -3,396.1% | -78.0% |
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 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