+69.0%
STM vs TSLQ
-97.0%
+166.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.0% | -10.1% | +4.5% |
| 7D | +5.8% | -5.8% | +11.6% | +4.8% |
| 30D | -1.0% | -22.1% | +21.1% | -5.4% |
| 3M | -33.3% | +10.1% | -43.3% | -27.7% |
| 6M | +57.4% | -6.8% | +64.1% | +68.9% |
| YTD | +102.2% | +8.5% | +93.7% | +125.2% |
| 1Y | +99.6% | -49.7% | +149.3% | +97.7% |
| 3Y | +14.5% | -95.6% | +110.2% | -6.6% |
| All | +69.0% | -97.0% | +166.1% | +40.3% |
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