-0.8%
TFC vs STRL
-69.0%
+68.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -0.9% |
| 7D | +1.2% | -26.9% | +28.1% | +0.5% |
| 30D | +8.3% | -52.7% | +61.0% | +7.4% |
| 3M | -5.2% | -52.8% | +47.7% | -5.8% |
| 6M | -0.8% | -71.5% | +70.7% | -1.3% |
| All | -0.8% | -69.0% | +68.2% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling