+10.3%
STM vs TSLQ
-96.9%
+107.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.2% |
| 7D | -7.9% | +4.7% | -12.6% | -5.7% |
| 30D | -14.1% | -5.6% | -8.6% | -13.2% |
| 3M | -17.6% | -34.6% | +17.0% | -21.7% |
| 6M | -24.2% | -11.4% | -12.9% | -19.3% |
| YTD | +73.3% | -14.1% | +87.4% | +87.5% |
| 1Y | +90.1% | -20.7% | +110.8% | +104.6% |
| 3Y | +10.3% | -96.9% | +107.2% | -6.1% |
| All | +10.3% | -96.9% | +107.3% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling