+1,502.2%
TSM vs STRL
+4,310.8%
-2,808.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.0% | -11.5% | 0.0% |
| 7D | -2.5% | -13.3% | +10.8% | 0.0% |
| 30D | -14.3% | -43.3% | +29.1% | -3.1% |
| 3M | -7.2% | -46.9% | +39.6% | +6.0% |
| 6M | -5.1% | -65.6% | +60.5% | +18.0% |
| YTD | +28.9% | -5.1% | +34.0% | +21.1% |
| 1Y | +37.1% | -23.1% | +60.2% | +34.8% |
| 3Y | +341.5% | +346.8% | -5.4% | +185.3% |
| 5Y | +245.7% | +907.2% | -661.5% | +83.9% |
| 10Y | +1,502.2% | +3,988.2% | -2,485.9% | +595.2% |
| All | +1,502.2% | +4,310.8% | -2,808.5% | +595.2% |
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