+0.8%
TFC vs STRL
+906.9%
-906.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.6% |
| 7D | +2.3% | +15.7% | -13.4% | +0.2% |
| 30D | +10.8% | -35.5% | +46.3% | +16.3% |
| 3M | -3.8% | -47.1% | +43.4% | +3.4% |
| 6M | +9.6% | -65.8% | +75.3% | +23.6% |
| YTD | +5.8% | -4.5% | +10.3% | -5.4% |
| 1Y | +16.2% | -10.5% | +26.6% | +4.7% |
| 3Y | +96.0% | +340.6% | -244.6% | +3.7% |
| All | +0.8% | +906.9% | -906.1% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling