+2,172.3%
STRL vs TSLQ
-97.0%
+2,269.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +12.0% | -6.2% | +8.1% |
| 7D | +3.4% | -5.8% | +9.2% | +2.4% |
| 30D | -9.2% | -22.1% | +12.9% | -13.0% |
| 3M | -51.0% | +10.1% | -61.1% | -47.9% |
| 6M | +15.8% | -6.8% | +22.5% | +22.3% |
| YTD | +58.9% | +8.5% | +50.3% | +74.0% |
| 1Y | +68.5% | -49.7% | +118.2% | +68.3% |
| 3Y | +485.2% | -95.6% | +580.9% | +406.7% |
| All | +2,172.3% | -97.0% | +2,269.3% | +2,010.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling