+741.5%
TT vs STRL
+4,073.8%
-3,332.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -4.0% | -0.1% |
| 7D | +3.5% | +7.1% | -3.6% | +1.8% |
| 30D | -11.0% | -39.4% | +28.3% | -2.6% |
| 3M | -12.0% | -43.0% | +31.0% | -2.9% |
| 6M | -10.4% | -65.0% | +54.6% | +7.2% |
| YTD | +9.9% | -0.8% | +10.7% | +0.5% |
| 1Y | +1.5% | -20.3% | +21.8% | -3.1% |
| 3Y | +93.7% | +356.5% | -262.8% | +17.5% |
| 5Y | +139.2% | +952.8% | -813.6% | +15.9% |
| 10Y | +741.5% | +3,877.1% | -3,135.6% | +194.8% |
| All | +741.5% | +4,073.8% | -3,332.3% | +194.8% |
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