+131.3%
TLT vs STRL
+13,565.9%
-13,434.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | +0.1% |
| 7D | +0.1% | -26.9% | +27.0% | -0.7% |
| 30D | +6.2% | -52.7% | +58.8% | +4.1% |
| 3M | +0.1% | -52.8% | +52.9% | -1.8% |
| 6M | -3.0% | -71.5% | +68.5% | -5.9% |
| YTD | -2.7% | -17.4% | +14.7% | -2.0% |
| 1Y | -4.8% | -35.0% | +30.1% | -4.8% |
| 3Y | +6.9% | +239.2% | -232.3% | +14.5% |
| 5Y | -34.5% | +830.2% | -864.6% | -26.7% |
| 10Y | -17.3% | +3,574.7% | -3,592.0% | -0.5% |
| All | +131.3% | +13,565.9% | -13,434.6% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling