+99.1%
STM vs TSLQ
-49.6%
+148.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.2% |
| 7D | -1.4% | -6.6% | +5.2% | -3.2% |
| 30D | -4.9% | -24.3% | +19.4% | -11.7% |
| 3M | -34.0% | -3.6% | -30.4% | -30.4% |
| 6M | +51.8% | -12.0% | +63.8% | +62.7% |
| YTD | +99.4% | +1.4% | +98.0% | +118.1% |
| 1Y | +99.1% | -43.6% | +142.6% | +112.4% |
| All | +99.1% | -49.6% | +148.7% | +112.4% |
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 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