+2,164.6%
STRL vs TSLQ
-97.2%
+2,261.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.4% | -1.6% |
| 7D | +5.4% | +5.7% | -0.3% | +6.6% |
| 30D | -9.0% | -21.1% | +12.1% | -12.5% |
| 3M | -37.1% | -11.5% | -25.5% | -36.1% |
| 6M | +17.8% | -14.9% | +32.7% | +22.5% |
| YTD | +58.3% | +2.4% | +55.9% | +71.7% |
| 1Y | +61.0% | -49.8% | +110.8% | +60.7% |
| 3Y | +517.8% | -95.8% | +613.6% | +430.7% |
| All | +2,164.6% | -97.2% | +2,261.8% | +1,982.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling