+10.6%
TMO vs STRL
+2,151.3%
-2,140.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +0.7% |
| 7D | -0.6% | +5.0% | -5.7% | -1.0% |
| 30D | +1.1% | -6.9% | +8.0% | +1.5% |
| 3M | +28.3% | -39.1% | +67.4% | +32.3% |
| 6M | +23.3% | +21.5% | +1.8% | +17.0% |
| YTD | +5.5% | +66.9% | -61.4% | -3.6% |
| 1Y | +24.5% | +61.6% | -37.1% | +13.3% |
| 3Y | +19.6% | +560.0% | -540.4% | -14.1% |
| All | +10.6% | +2,151.3% | -2,140.7% | -39.9% |
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