+6,301.2%
TRV vs STRL
+11,964.0%
-5,662.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.0% |
| 7D | +0.1% | +23.4% | -23.4% | -0.6% |
| 30D | +8.0% | -39.5% | +47.5% | +9.5% |
| 3M | +9.3% | -45.1% | +54.4% | +11.0% |
| 6M | +36.2% | -64.6% | +100.8% | +39.8% |
| YTD | +40.6% | -1.5% | +42.1% | +38.3% |
| 1Y | +43.1% | -20.8% | +63.8% | +41.6% |
| 3Y | +149.6% | +353.1% | -203.5% | +129.8% |
| 5Y | +181.6% | +942.9% | -761.2% | +150.6% |
| 10Y | +352.5% | +3,847.6% | -3,495.1% | +282.7% |
| All | +6,301.2% | +11,964.0% | -5,662.8% | +5,396.3% |
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