-55.4%
TSLL vs STRL
+1,807.1%
-1,862.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.8% | -17.6% | -14.6% |
| 7D | +1.9% | +3.4% | -1.5% | -0.1% |
| 30D | +17.8% | -9.2% | +27.0% | +22.1% |
| 3M | -37.0% | -51.0% | +14.0% | -12.8% |
| 6M | -37.7% | +15.8% | -53.4% | -50.6% |
| YTD | -51.4% | +58.9% | -110.2% | -68.8% |
| 1Y | -23.4% | +68.5% | -91.9% | -53.6% |
| 3Y | -30.8% | +485.2% | -516.0% | -78.9% |
| All | -55.4% | +1,807.1% | -1,862.5% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling