+4.8%
TLT vs STRL
+358.3%
-353.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | 0.0% |
| 7D | -1.0% | +7.1% | -8.1% | -1.1% |
| 30D | +4.1% | -39.4% | +43.5% | +4.4% |
| 3M | -0.4% | -43.0% | +42.6% | -0.1% |
| 6M | -3.2% | -65.0% | +61.8% | -2.6% |
| YTD | -3.5% | -0.8% | -2.7% | -3.5% |
| 1Y | -5.8% | -20.3% | +14.5% | -5.9% |
| All | +4.8% | +358.3% | -353.5% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling