+736.3%
TT vs STRL
+3,697.3%
-2,961.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -0.8% |
| 7D | +4.0% | +15.7% | -11.6% | +0.9% |
| 30D | -11.3% | -35.5% | +24.2% | -4.0% |
| 3M | -12.3% | -47.1% | +34.9% | -1.7% |
| 6M | -10.8% | -65.8% | +54.9% | +7.2% |
| YTD | +8.2% | -4.5% | +12.7% | -0.4% |
| 1Y | +1.5% | -10.5% | +11.9% | -5.5% |
| 3Y | +91.5% | +340.6% | -249.1% | +16.9% |
| 5Y | +130.2% | +911.0% | -780.8% | +12.4% |
| All | +736.3% | +3,697.3% | -2,961.0% | +194.9% |
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 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