-12.3%
TLT vs STRL
+3,927.3%
-3,939.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -0.3% | -19.8% | +19.5% | -0.7% |
| 30D | +3.7% | -43.6% | +47.3% | +2.5% |
| 3M | -0.7% | -45.2% | +44.6% | -1.9% |
| 6M | -4.2% | -65.7% | +61.5% | -6.2% |
| YTD | -4.0% | -5.4% | +1.5% | -2.5% |
| 1Y | -5.8% | -24.7% | +18.8% | -5.1% |
| 3Y | +4.1% | +335.0% | -330.9% | +14.4% |
| 5Y | -34.8% | +915.3% | -950.1% | -24.0% |
| 10Y | -12.3% | +3,877.5% | -3,889.8% | +10.7% |
| All | -12.3% | +3,927.3% | -3,939.6% | +10.7% |
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