+888.8%
STRL vs TLN
+583.6%
+305.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.8% | +2.0% | +3.5% |
| 7D | +3.4% | +7.1% | -3.7% | -0.7% |
| 30D | -9.2% | -3.9% | -5.3% | -7.2% |
| 3M | -51.0% | -16.2% | -34.9% | -45.3% |
| 6M | +15.8% | -5.8% | +21.6% | +20.4% |
| YTD | +58.9% | -15.4% | +74.3% | +72.1% |
| 1Y | +68.5% | -16.7% | +85.2% | +85.4% |
| 3Y | +485.2% | +473.8% | +11.5% | +146.7% |
| All | +888.8% | +583.6% | +305.2% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling