+9,084.1%
TER vs STRL
+11,482.4%
-2,398.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -8.9% | -19.8% | +10.9% | -6.9% |
| 30D | -39.1% | -43.6% | +4.5% | -35.6% |
| 3M | -32.8% | -45.2% | +12.5% | -28.7% |
| 6M | -31.7% | -65.7% | +34.0% | -24.3% |
| YTD | +26.9% | -5.4% | +32.4% | +28.9% |
| 1Y | +33.6% | -24.7% | +58.3% | +38.0% |
| 3Y | +181.5% | +335.0% | -153.5% | +153.0% |
| 5Y | +76.1% | +915.3% | -839.2% | +48.6% |
| 10Y | +1,006.2% | +3,877.5% | -2,871.3% | +741.2% |
| All | +9,084.1% | +11,482.4% | -2,398.3% | +5,678.3% |
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