+89.2%
TER vs STRL
+975.2%
-886.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.9% | +3.4% | +6.1% |
| 7D | +5.9% | +7.1% | -1.2% | +3.2% |
| 30D | -30.8% | -39.4% | +8.6% | -14.2% |
| 3M | -29.9% | -43.0% | +13.0% | -10.6% |
| 6M | -27.5% | -65.0% | +37.5% | +13.2% |
| YTD | +37.5% | -0.8% | +38.3% | +35.6% |
| 1Y | +50.3% | -20.3% | +70.5% | +60.5% |
| 3Y | +204.9% | +356.5% | -151.6% | +53.8% |
| 5Y | +89.2% | +952.8% | -863.7% | -48.8% |
| All | +89.2% | +975.2% | -886.0% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling