+15.6%
TFC vs STRL
+2,093.0%
-2,077.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.4% | -2.6% |
| 7D | +2.2% | +10.1% | -7.9% | +0.8% |
| 30D | -2.5% | -8.2% | +5.7% | -1.4% |
| 3M | +4.5% | -43.7% | +48.2% | +12.5% |
| 6M | +11.0% | +27.1% | -16.1% | -0.7% |
| YTD | +5.9% | +64.0% | -58.1% | -10.9% |
| 1Y | +14.6% | +75.2% | -60.6% | -7.2% |
| 3Y | +96.7% | +539.9% | -443.2% | +2.8% |
| 5Y | +15.6% | +2,133.0% | -2,117.4% | -65.6% |
| All | +15.6% | +2,093.0% | -2,077.4% | -65.6% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling