+74.7%
STT vs TSLQ
-50.5%
+125.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.0% | -11.8% | +0.9% |
| 7D | +0.5% | -5.8% | +6.3% | +0.2% |
| 30D | +3.9% | -22.1% | +25.9% | +2.4% |
| 3M | +20.0% | +10.1% | +9.9% | +22.0% |
| 6M | +55.3% | -6.8% | +62.1% | +56.9% |
| YTD | +53.3% | +8.5% | +44.8% | +56.6% |
| 1Y | +74.7% | -49.7% | +124.4% | +80.5% |
| All | +74.7% | -50.5% | +125.2% | +80.5% |
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