+13,142.2%
TT vs STRL
+9,673.6%
+3,468.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.9% | +9.5% | -3.5% |
| 7D | -9.0% | -34.6% | +25.6% | -6.7% |
| 30D | -17.6% | -56.7% | +39.0% | -13.4% |
| 3M | -18.7% | -54.4% | +35.8% | -14.9% |
| 6M | -17.4% | -69.7% | +52.3% | -11.9% |
| YTD | +1.5% | -20.2% | +21.8% | +1.3% |
| 1Y | -9.4% | -40.6% | +31.2% | -8.2% |
| 3Y | +85.1% | +221.7% | -136.6% | +68.2% |
| 5Y | +125.7% | +799.0% | -673.2% | +93.3% |
| 10Y | +757.3% | +3,451.5% | -2,694.1% | +576.1% |
| All | +13,142.2% | +9,673.6% | +3,468.6% | +9,879.3% |
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 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