+6,637.3%
TMO vs STRL
+19,988.0%
-13,350.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -1.9% |
| 7D | +0.4% | +10.1% | -9.7% | +0.1% |
| 30D | +1.5% | -8.2% | +9.7% | +1.8% |
| 3M | +28.5% | -43.7% | +72.2% | +30.8% |
| 6M | +20.4% | +27.1% | -6.7% | +18.0% |
| YTD | +4.3% | +64.0% | -59.7% | +1.2% |
| 1Y | +24.1% | +75.2% | -51.1% | +19.8% |
| 3Y | +17.5% | +539.9% | -522.4% | +7.0% |
| 5Y | +6.8% | +2,133.0% | -2,126.2% | -7.4% |
| 10Y | +311.9% | +7,178.3% | -6,866.4% | +237.7% |
| All | +6,637.3% | +19,988.0% | -13,350.7% | +5,265.6% |
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