+8,066.7%
TER vs STRL
+10,012.8%
-1,946.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.2% |
| 7D | -20.5% | -26.9% | +6.4% | -18.1% |
| 30D | -47.0% | -52.7% | +5.7% | -43.1% |
| 3M | -43.3% | -52.8% | +9.6% | -39.0% |
| 6M | -42.9% | -71.5% | +28.6% | -35.6% |
| YTD | +12.9% | -17.4% | +30.3% | +16.0% |
| 1Y | +18.2% | -35.0% | +53.1% | +23.7% |
| 3Y | +151.8% | +239.2% | -87.4% | +130.7% |
| 5Y | +54.2% | +830.2% | -775.9% | +31.3% |
| 10Y | +908.2% | +3,574.7% | -2,666.5% | +673.8% |
| All | +8,066.7% | +10,012.8% | -1,946.1% | +5,102.7% |
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