+14.4%
TFC vs STRL
+76.3%
-61.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.1% |
| 7D | +2.4% | +3.4% | -1.0% | +2.3% |
| 30D | -1.3% | -9.2% | +7.9% | -1.0% |
| 3M | +6.1% | -51.0% | +57.1% | +8.7% |
| 6M | +7.3% | +15.8% | -8.4% | +4.3% |
| YTD | +8.2% | +58.9% | -50.7% | +3.8% |
| 1Y | +14.4% | +68.5% | -54.1% | +8.2% |
| All | +14.4% | +76.3% | -61.8% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling