+33.9%
TER vs STRL
-26.3%
+60.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +15.0% | -2.2% | +4.9% |
| 7D | -5.8% | -13.3% | +7.6% | +0.2% |
| 30D | -38.9% | -43.3% | +4.4% | -19.5% |
| 3M | -35.1% | -46.9% | +11.7% | -11.6% |
| 6M | -31.6% | -65.6% | +34.0% | +13.7% |
| YTD | +27.2% | -5.1% | +32.3% | +23.4% |
| All | +33.9% | -26.3% | +60.2% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling