-16.6%
TLT vs STRL
+3,580.1%
-3,596.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | +0.1% |
| 7D | +0.1% | -26.9% | +27.0% | -0.6% |
| 30D | +6.2% | -52.7% | +58.8% | +4.3% |
| 3M | +0.1% | -52.8% | +52.9% | -1.6% |
| 6M | -3.0% | -71.5% | +68.5% | -5.6% |
| YTD | -2.7% | -17.4% | +14.7% | -1.6% |
| 1Y | -4.8% | -35.0% | +30.1% | -4.5% |
| 3Y | +6.9% | +239.2% | -232.3% | +16.9% |
| 5Y | -34.5% | +830.2% | -864.6% | -23.2% |
| All | -16.6% | +3,580.1% | -3,596.6% | +15.1% |
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