+902.6%
TT vs STRL
+7,193.7%
-6,291.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -4.9% | -0.3% |
| 7D | 0.0% | +3.4% | -3.4% | -0.7% |
| 30D | -7.2% | -9.2% | +2.1% | -5.5% |
| 3M | -3.0% | -51.0% | +48.1% | +10.4% |
| 6M | +1.4% | +15.8% | -14.4% | -7.8% |
| YTD | +15.9% | +58.9% | -43.0% | -2.4% |
| 1Y | +9.4% | +68.5% | -59.1% | -10.4% |
| 3Y | +124.4% | +485.2% | -360.8% | +31.4% |
| 5Y | +138.0% | +2,005.1% | -1,867.1% | +1.4% |
| All | +902.6% | +7,193.7% | -6,291.1% | +188.3% |
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 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