+95.4%
STM vs TSLQ
-29.0%
+124.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +4.0% | -0.9% |
| 7D | +16.3% | -26.6% | +42.9% | +4.6% |
| 30D | -6.3% | -17.5% | +11.2% | -9.3% |
| 3M | -14.1% | -41.7% | +27.6% | -25.0% |
| 6M | -19.6% | -16.9% | -2.6% | -14.7% |
| YTD | +80.1% | -21.9% | +102.0% | +89.4% |
| 1Y | +95.4% | -32.5% | +127.9% | +101.5% |
| All | +95.4% | -29.0% | +124.3% | +101.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling