+1,319.2%
STRL vs TSLQ
-97.8%
+1,417.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.8% | +10.7% | +3.7% |
| 7D | +7.1% | -7.3% | +14.4% | +7.1% |
| 30D | -39.4% | -13.2% | -26.2% | -39.5% |
| 3M | -43.0% | -37.6% | -5.3% | -46.1% |
| 6M | -65.0% | -9.3% | -55.7% | -62.8% |
| YTD | -0.8% | -19.1% | +18.3% | +5.8% |
| 1Y | -20.3% | -27.2% | +6.9% | -15.3% |
| 3Y | +356.5% | -97.1% | +453.6% | +277.4% |
| All | +1,319.2% | -97.8% | +1,417.0% | +1,183.9% |
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