+7,729.3%
TMO vs STRL
+11,595.6%
-3,866.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.2% |
| 7D | +0.8% | +15.7% | -14.9% | +0.2% |
| 30D | +4.0% | -35.5% | +39.5% | +5.5% |
| 3M | +17.6% | -47.1% | +64.7% | +20.0% |
| 6M | +57.3% | -65.8% | +123.0% | +62.3% |
| YTD | +21.2% | -4.5% | +25.7% | +19.6% |
| 1Y | +21.1% | -10.5% | +31.6% | +19.7% |
| 3Y | +58.8% | +340.6% | -281.8% | +46.3% |
| 5Y | +11.8% | +911.0% | -899.2% | -0.5% |
| 10Y | +376.2% | +3,727.1% | -3,350.8% | +298.6% |
| All | +7,729.3% | +11,595.6% | -3,866.3% | +6,241.4% |
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 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