-5.6%
TLT vs STRL
-30.1%
+24.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -21.5% | +22.3% | +0.9% |
| 7D | +1.0% | -27.1% | +28.0% | +1.2% |
| 30D | +6.0% | -45.8% | +51.8% | +6.7% |
| 3M | -0.9% | -47.6% | +46.7% | -0.3% |
| 6M | -2.3% | -46.4% | +44.2% | -2.1% |
| YTD | -3.3% | -7.4% | +4.1% | -4.6% |
| 1Y | -5.6% | -25.9% | +20.3% | -6.6% |
| All | -5.6% | -30.1% | +24.5% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling