+104.9%
TFC vs STRL
+7,193.7%
-7,088.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -1.2% |
| 7D | +2.4% | +3.4% | -1.0% | +1.6% |
| 30D | -1.3% | -9.2% | +7.9% | +0.5% |
| 3M | +6.1% | -51.0% | +57.1% | +21.6% |
| 6M | +7.3% | +15.8% | -8.4% | -5.5% |
| YTD | +8.2% | +58.9% | -50.7% | -13.5% |
| 1Y | +14.4% | +68.5% | -54.1% | -12.4% |
| 3Y | +93.7% | +485.2% | -391.5% | -7.7% |
| 5Y | +16.4% | +2,005.1% | -1,988.7% | -65.5% |
| All | +104.9% | +7,193.7% | -7,088.8% | -59.3% |
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