+2,245.6%
STRL vs TSLQ
-97.3%
+2,342.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -8.0% | +11.2% | +1.7% |
| 7D | +10.1% | -8.6% | +18.7% | +8.4% |
| 30D | -8.2% | -24.9% | +16.7% | -12.6% |
| 3M | -43.7% | -1.5% | -42.2% | -41.5% |
| 6M | +27.1% | -18.1% | +45.2% | +31.2% |
| YTD | +64.0% | -0.1% | +64.1% | +76.9% |
| 1Y | +75.2% | -51.4% | +126.5% | +73.7% |
| 3Y | +539.9% | -95.9% | +635.8% | +447.0% |
| All | +2,245.6% | -97.3% | +2,342.9% | +2,046.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling