-56.8%
TSLL vs STRL
+891.1%
-947.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.5% | +5.2% | +7.0% |
| 7D | -21.2% | -26.9% | +5.7% | -9.0% |
| 30D | -13.3% | -52.7% | +39.4% | +22.6% |
| 3M | +15.4% | -52.8% | +68.2% | +61.2% |
| 6M | -34.2% | -71.5% | +37.2% | +15.2% |
| YTD | -52.9% | -17.4% | -35.5% | -59.3% |
| 1Y | -54.3% | -35.0% | -19.4% | -54.4% |
| 3Y | -18.4% | +239.2% | -257.6% | -67.9% |
| All | -56.8% | +891.1% | -947.9% | -91.5% |
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