-49.1%
TSLL vs STRL
+1,046.2%
-1,095.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.7% | -2.2% |
| 7D | +17.8% | +15.7% | +2.2% | +9.9% |
| 30D | +8.2% | -35.5% | +43.7% | +32.1% |
| 3M | +20.9% | -47.1% | +68.0% | +60.0% |
| 6M | -37.5% | -65.8% | +28.3% | +0.6% |
| YTD | -44.5% | -4.5% | -40.0% | -55.3% |
| 1Y | -33.0% | -10.5% | -22.5% | -44.2% |
| 3Y | -6.4% | +340.6% | -347.0% | -66.9% |
| All | -49.1% | +1,046.2% | -1,095.3% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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