+232.0%
STT vs TSLQ
-97.8%
+329.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.9% | +0.2% |
| 7D | +4.8% | -16.8% | +21.6% | +3.0% |
| 30D | +3.9% | -18.0% | +21.9% | +2.6% |
| 3M | -8.2% | -34.5% | +26.3% | -10.8% |
| 6M | +15.6% | -8.9% | +24.5% | +17.7% |
| YTD | +37.6% | -19.0% | +56.6% | +40.2% |
| 1Y | +50.1% | -38.2% | +88.3% | +49.2% |
| 3Y | +183.1% | -96.9% | +280.0% | +139.4% |
| All | +232.0% | -97.8% | +329.8% | +195.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling