+1,709.2%
TSM vs STRL
+7,193.7%
-5,484.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | +1.5% |
| 7D | +2.7% | +3.4% | -0.7% | +1.9% |
| 30D | +3.6% | -9.2% | +12.8% | +5.7% |
| 3M | -3.4% | -51.0% | +47.7% | +12.1% |
| 6M | +20.6% | +15.8% | +4.8% | +10.4% |
| YTD | +41.9% | +58.9% | -17.0% | +20.0% |
| 1Y | +84.4% | +68.5% | +15.8% | +52.3% |
| 3Y | +380.2% | +485.2% | -105.0% | +193.5% |
| 5Y | +275.3% | +2,005.1% | -1,729.8% | +75.3% |
| All | +1,709.2% | +7,193.7% | -5,484.5% | +580.8% |
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