+195.6%
STT vs TSLQ
-95.6%
+291.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +1.0% | -8.0% | +9.0% | +0.4% |
| 30D | +2.8% | -23.8% | +26.6% | +0.8% |
| 3M | +18.1% | -7.0% | +25.1% | +19.0% |
| 6M | +59.2% | -17.1% | +76.3% | +60.1% |
| YTD | +51.5% | +0.1% | +51.4% | +55.6% |
| 1Y | +75.7% | -51.2% | +126.8% | +71.4% |
| All | +195.6% | -95.6% | +291.2% | +176.0% |
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 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