+750.6%
TT vs STRL
+4,310.8%
-3,560.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +15.0% | -10.3% | +1.6% |
| 7D | +1.7% | -13.3% | +15.1% | +3.8% |
| 30D | -11.8% | -43.3% | +31.5% | -2.1% |
| 3M | -12.6% | -46.9% | +34.3% | -2.2% |
| 6M | -9.4% | -65.6% | +56.2% | +8.9% |
| YTD | +8.8% | -5.1% | +13.9% | +0.4% |
| 1Y | -2.5% | -23.1% | +20.5% | -6.2% |
| 3Y | +95.7% | +346.8% | -251.2% | +19.2% |
| 5Y | +135.7% | +907.2% | -771.4% | +15.3% |
| 10Y | +750.6% | +3,988.2% | -3,237.6% | +199.2% |
| All | +750.6% | +4,310.8% | -3,560.2% | +199.2% |
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