+357.9%
STRL vs TLN
+585.4%
-227.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.9% | +0.1% | +1.8% |
| 7D | +7.1% | +15.9% | -8.8% | -2.0% |
| 30D | -39.4% | -0.3% | -39.1% | -38.2% |
| 3M | -43.0% | +5.8% | -48.8% | -44.3% |
| 6M | -65.0% | -1.2% | -63.8% | -64.3% |
| YTD | -0.8% | +1.0% | -1.8% | -2.2% |
| 1Y | -20.3% | +1.1% | -21.4% | -21.0% |
| All | +357.9% | +585.4% | -227.6% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling