+302.0%
TRV vs STRL
+7,221.5%
-6,919.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.4% | -3.3% | +1.5% |
| 7D | +1.9% | +5.0% | -3.1% | +1.4% |
| 30D | +1.7% | -6.9% | +8.6% | +2.3% |
| 3M | +23.9% | -39.1% | +62.9% | +29.1% |
| 6M | +26.3% | +21.5% | +4.8% | +17.3% |
| YTD | +30.8% | +66.9% | -36.1% | +15.6% |
| 1Y | +36.3% | +61.6% | -25.3% | +19.5% |
| 3Y | +145.0% | +560.0% | -415.0% | +60.9% |
| 5Y | +163.9% | +2,238.9% | -2,075.0% | +30.0% |
| All | +302.0% | +7,221.5% | -6,919.5% | +54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling