+513.0%
STRL vs TLN
+733.8%
-220.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -2.1% |
| 7D | +23.4% | +22.3% | +1.2% | +8.9% |
| 30D | -39.5% | +1.2% | -40.7% | -39.0% |
| 3M | -45.1% | +5.9% | -51.0% | -46.4% |
| 6M | -64.6% | +3.2% | -67.8% | -64.8% |
| YTD | -1.5% | +3.2% | -4.7% | -4.2% |
| 1Y | -20.8% | +5.2% | -26.0% | -23.3% |
| 3Y | +353.1% | +606.3% | -253.1% | +70.4% |
| All | +513.0% | +733.8% | -220.8% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling