+40.5%
SBUX vs TSLQ
-97.2%
+137.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.7% |
| 7D | -6.2% | +5.7% | -11.9% | -5.8% |
| 30D | -6.4% | -21.1% | +14.6% | -7.7% |
| 3M | +1.0% | -11.5% | +12.6% | +1.2% |
| 6M | -0.4% | -14.9% | +14.5% | +0.2% |
| YTD | +20.0% | +2.4% | +17.5% | +22.9% |
| 1Y | +22.8% | -49.8% | +72.5% | +19.6% |
| 3Y | +12.3% | -95.8% | +108.1% | -1.8% |
| All | +40.5% | -97.2% | +137.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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