-34.6%
TLT vs STRL
+779.4%
-814.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | +0.1% | -26.9% | +27.0% | +0.2% |
| 30D | +6.2% | -52.7% | +58.8% | +6.5% |
| 3M | -0.3% | -52.8% | +52.5% | -0.1% |
| 6M | -3.4% | -71.5% | +68.1% | -2.8% |
| YTD | -3.1% | -17.4% | +14.3% | -3.1% |
| 1Y | -5.2% | -35.0% | +29.7% | -5.2% |
| 3Y | +6.5% | +239.2% | -232.7% | +5.5% |
| All | -34.6% | +779.4% | -814.0% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling