+2,813.2%
TFC vs STRL
+10,012.8%
-7,199.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.1% |
| 7D | +1.2% | -26.9% | +28.1% | +2.9% |
| 30D | +8.3% | -52.7% | +61.0% | +13.0% |
| 3M | -5.2% | -52.8% | +47.7% | -1.2% |
| 6M | -0.8% | -71.5% | +70.7% | +5.9% |
| YTD | +3.4% | -17.4% | +20.9% | +2.0% |
| 1Y | +17.0% | -35.0% | +52.0% | +16.9% |
| 3Y | +86.2% | +239.2% | -153.1% | +64.9% |
| 5Y | -2.3% | +830.2% | -832.5% | -18.9% |
| 10Y | +93.9% | +3,574.7% | -3,480.8% | +48.8% |
| All | +2,813.2% | +10,012.8% | -7,199.6% | +2,032.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling