+68.2%
STM vs TSLQ
-97.3%
+165.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.0% | +7.4% | -2.2% |
| 7D | +5.2% | -8.6% | +13.8% | +3.4% |
| 30D | -7.4% | -24.9% | +17.5% | -12.2% |
| 3M | -30.6% | -1.5% | -29.1% | -27.0% |
| 6M | +66.4% | -18.1% | +84.4% | +73.8% |
| YTD | +101.1% | -0.1% | +101.3% | +120.2% |
| 1Y | +97.4% | -51.4% | +148.7% | +93.9% |
| 3Y | +21.1% | -95.9% | +117.1% | -2.4% |
| All | +68.2% | -97.3% | +165.4% | +37.2% |
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