+31.2%
TSM vs STRL
-38.5%
+69.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.9% | +5.5% |
| 7D | -7.6% | -26.9% | +19.4% | -1.6% |
| 30D | -20.5% | -52.7% | +32.2% | -7.3% |
| 3M | -10.0% | -52.8% | +42.9% | +4.6% |
| 6M | -10.1% | -71.5% | +61.4% | +13.5% |
| YTD | +24.5% | -17.4% | +42.0% | +16.8% |
| 1Y | +31.2% | -35.0% | +66.1% | +30.6% |
| All | +31.2% | -38.5% | +69.7% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling