+84.7%
TFC vs STRL
+4,310.8%
-4,226.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +15.0% | -13.0% | -1.2% |
| 7D | +0.3% | -13.3% | +13.7% | +2.0% |
| 30D | +9.2% | -43.3% | +52.5% | +21.2% |
| 3M | -2.9% | -46.9% | +44.0% | +8.5% |
| 6M | +3.5% | -65.6% | +69.1% | +24.1% |
| YTD | +5.4% | -5.1% | +10.5% | -8.2% |
| 1Y | +17.3% | -23.1% | +40.4% | +7.1% |
| 3Y | +96.7% | +346.8% | -250.2% | -6.1% |
| 5Y | -1.1% | +907.2% | -908.3% | -66.1% |
| 10Y | +84.7% | +3,988.2% | -3,903.5% | -59.0% |
| All | +84.7% | +4,310.8% | -4,226.0% | -59.0% |
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