-60.3%
TSLL vs STRL
+857.8%
-918.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -13.9% | -8.0% | -15.2% |
| 7D | -28.9% | -34.6% | +5.7% | -13.5% |
| 30D | -21.4% | -56.7% | +35.2% | +15.7% |
| 3M | +5.0% | -54.4% | +59.4% | +49.0% |
| 6M | -36.6% | -69.7% | +33.1% | +7.7% |
| YTD | -56.6% | -20.2% | -36.4% | -62.0% |
| 1Y | -60.9% | -40.6% | -20.3% | -58.8% |
| 3Y | -25.2% | +221.7% | -246.9% | -69.9% |
| All | -60.3% | +857.8% | -918.1% | -92.0% |
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