-21.7%
TLT vs STRL
+7,193.7%
-7,215.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | +0.3% |
| 7D | -0.4% | +3.4% | -3.8% | -0.3% |
| 30D | -0.6% | -9.2% | +8.7% | -0.8% |
| 3M | -2.7% | -51.0% | +48.3% | -4.3% |
| 6M | -5.6% | +15.8% | -21.4% | -4.3% |
| YTD | -2.8% | +58.9% | -61.6% | -0.2% |
| 1Y | -1.4% | +68.5% | -70.0% | +1.7% |
| 3Y | -1.6% | +485.2% | -486.8% | +8.5% |
| 5Y | -33.8% | +2,005.1% | -2,038.9% | -20.6% |
| All | -21.7% | +7,193.7% | -7,215.4% | +5.0% |
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