+13,261.9%
TER vs STRL
+19,359.6%
-6,097.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.8% | -0.3% | +5.0% |
| 7D | +0.6% | +3.4% | -2.8% | +0.3% |
| 30D | -8.3% | -9.2% | +1.0% | -7.4% |
| 3M | -12.2% | -51.0% | +38.8% | -6.1% |
| 6M | +17.1% | +15.8% | +1.3% | +15.8% |
| YTD | +84.7% | +58.9% | +25.8% | +78.2% |
| 1Y | +199.9% | +68.5% | +131.4% | +188.2% |
| 3Y | +232.8% | +485.2% | -252.5% | +188.4% |
| 5Y | +198.6% | +2,005.1% | -1,806.5% | +136.0% |
| 10Y | +1,669.7% | +7,118.0% | -5,448.2% | +1,172.6% |
| All | +13,261.9% | +19,359.6% | -6,097.7% | +7,891.7% |
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