+44.5%
SBUX vs TSLQ
-97.3%
+141.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.0% | +5.6% | -2.9% |
| 7D | -3.9% | -8.6% | +4.7% | -4.4% |
| 30D | -2.8% | -24.9% | +22.1% | -4.5% |
| 3M | +8.2% | -1.5% | +9.7% | +9.3% |
| 6M | +4.3% | -18.1% | +22.3% | +4.5% |
| YTD | +23.3% | -0.1% | +23.4% | +26.1% |
| 1Y | +24.3% | -51.4% | +75.7% | +20.8% |
| 3Y | +15.5% | -95.9% | +111.4% | +0.8% |
| All | +44.5% | -97.3% | +141.7% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling