+58.8%
TMO vs STRL
+341.0%
-282.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.3% |
| 7D | +0.8% | +15.7% | -14.9% | 0.0% |
| 30D | +4.0% | -35.5% | +39.5% | +5.6% |
| 3M | +17.6% | -47.1% | +64.7% | +20.2% |
| 6M | +57.3% | -65.8% | +123.0% | +63.4% |
| YTD | +21.2% | -4.5% | +25.7% | +15.5% |
| 1Y | +21.1% | -10.5% | +31.6% | +15.9% |
| 3Y | +58.8% | +340.6% | -281.8% | +22.3% |
| All | +58.8% | +341.0% | -282.2% | +22.3% |
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