-11.8%
TLT vs STRL
+4,073.8%
-4,085.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | +0.2% |
| 7D | -1.0% | +7.1% | -8.1% | -0.8% |
| 30D | +3.7% | -39.4% | +43.1% | +2.6% |
| 3M | -0.8% | -43.0% | +42.2% | -1.9% |
| 6M | -3.6% | -65.0% | +61.4% | -5.6% |
| YTD | -3.9% | -0.8% | -3.1% | -2.4% |
| 1Y | -6.2% | -20.3% | +14.1% | -5.4% |
| 3Y | +4.2% | +356.5% | -352.4% | +14.6% |
| 5Y | -34.7% | +952.8% | -987.5% | -23.9% |
| 10Y | -11.8% | +3,877.1% | -3,888.9% | +11.5% |
| All | -11.8% | +4,073.8% | -4,085.6% | +11.5% |
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 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