+6,242.1%
TRV vs STRL
+12,054.0%
-5,811.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.3% | -0.5% |
| 7D | -2.4% | +7.1% | -9.5% | -2.7% |
| 30D | +7.5% | -39.4% | +46.8% | +8.9% |
| 3M | +6.7% | -43.0% | +49.7% | +8.3% |
| 6M | +35.5% | -65.0% | +100.5% | +39.1% |
| YTD | +39.3% | -0.8% | +40.0% | +37.0% |
| 1Y | +41.8% | -20.3% | +62.1% | +40.3% |
| 3Y | +147.3% | +356.5% | -209.2% | +127.7% |
| 5Y | +178.3% | +952.8% | -774.5% | +147.5% |
| 10Y | +348.3% | +3,877.1% | -3,528.7% | +279.1% |
| All | +6,242.1% | +12,054.0% | -5,811.9% | +5,344.3% |
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 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