+11,954.4%
TSM vs STRL
+33,609.3%
-21,654.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.9% | +6.0% |
| 7D | -7.6% | -26.9% | +19.4% | -5.0% |
| 30D | -20.5% | -52.7% | +32.2% | -15.0% |
| 3M | -10.0% | -52.8% | +42.9% | -3.8% |
| 6M | -10.1% | -71.5% | +61.4% | 0.0% |
| YTD | +24.5% | -17.4% | +42.0% | +24.6% |
| 1Y | +31.2% | -35.0% | +66.1% | +33.8% |
| 3Y | +322.0% | +239.2% | +82.8% | +273.3% |
| 5Y | +245.3% | +830.2% | -584.9% | +182.2% |
| 10Y | +1,465.8% | +3,574.7% | -2,108.9% | +1,042.9% |
| All | +11,954.4% | +33,609.3% | -21,654.9% | +8,885.9% |
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