-54.3%
TSLL vs STRL
-38.5%
-15.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.5% | +5.2% | +7.5% |
| 7D | -21.2% | -26.9% | +5.7% | -12.9% |
| 30D | -13.3% | -52.7% | +39.4% | +9.8% |
| 3M | +15.4% | -52.8% | +68.2% | +45.1% |
| 6M | -34.2% | -71.5% | +37.2% | -4.1% |
| YTD | -52.9% | -17.4% | -35.5% | -58.2% |
| 1Y | -54.3% | -35.0% | -19.4% | -50.9% |
| All | -54.3% | -38.5% | -15.8% | -50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling