+79.0%
TFC vs STRL
+4,073.8%
-3,994.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -1.0% |
| 7D | -1.2% | +7.1% | -8.3% | -3.1% |
| 30D | +7.8% | -39.4% | +47.1% | +17.9% |
| 3M | -3.0% | -43.0% | +40.0% | +6.8% |
| 6M | +5.8% | -65.0% | +70.8% | +26.5% |
| YTD | +5.3% | -0.8% | +6.1% | -9.2% |
| 1Y | +15.7% | -20.3% | +36.0% | +4.9% |
| 3Y | +94.8% | +356.5% | -261.7% | -7.2% |
| 5Y | 0.0% | +952.8% | -952.8% | -66.0% |
| 10Y | +79.0% | +3,877.1% | -3,798.1% | -60.4% |
| All | +79.0% | +4,073.8% | -3,994.8% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling