+238.5%
TER vs STRL
+484.5%
-246.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.8% | -0.3% | +3.0% |
| 7D | +0.6% | +3.4% | -2.8% | -0.7% |
| 30D | -8.3% | -9.2% | +1.0% | -4.1% |
| 3M | -12.2% | -51.0% | +38.8% | +17.8% |
| 6M | +17.1% | +15.8% | +1.3% | +7.8% |
| YTD | +84.7% | +58.9% | +25.8% | +51.0% |
| 1Y | +199.9% | +68.5% | +131.4% | +139.7% |
| All | +238.5% | +484.5% | -246.0% | +74.0% |
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 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