+191.2%
TER vs STRL
+341.0%
-149.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -4.0% |
| 7D | +14.4% | +15.7% | -1.3% | +7.2% |
| 30D | -30.6% | -35.5% | +4.9% | -15.9% |
| 3M | -39.2% | -47.1% | +8.0% | -19.4% |
| 6M | -31.3% | -65.8% | +34.5% | +9.2% |
| YTD | +29.1% | -4.5% | +33.6% | +30.9% |
| 1Y | +47.4% | -10.5% | +57.9% | +52.8% |
| 3Y | +191.2% | +340.6% | -149.4% | +78.5% |
| All | +191.2% | +341.0% | -149.8% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling