-10.5%
STRL vs TLN
+1.6%
-12.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -0.9% |
| 7D | +15.7% | +11.0% | +4.6% | +7.0% |
| 30D | -35.5% | +4.9% | -40.4% | -36.7% |
| 3M | -47.1% | +4.9% | -52.1% | -48.5% |
| 6M | -65.8% | +7.1% | -72.9% | -66.9% |
| YTD | -4.5% | +0.3% | -4.8% | -9.9% |
| 1Y | -10.5% | +5.9% | -16.4% | -19.3% |
| All | -10.5% | +1.6% | -12.1% | -19.3% |
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