-35.0%
STRL vs TLN
-13.3%
-21.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | -2.0% |
| 7D | -26.9% | -1.3% | -25.6% | -25.0% |
| 30D | -52.7% | -10.5% | -42.2% | -47.9% |
| 3M | -52.8% | +0.1% | -52.9% | -52.3% |
| 6M | -71.5% | -17.4% | -54.1% | -67.3% |
| YTD | -17.4% | -9.7% | -7.8% | -15.7% |
| 1Y | -35.0% | -12.3% | -22.7% | -31.3% |
| All | -35.0% | -13.3% | -21.7% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling