+265.3%
STT vs TSLQ
-97.3%
+362.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +1.0% | -8.0% | +9.0% | +0.3% |
| 30D | +2.8% | -23.8% | +26.6% | +0.5% |
| 3M | +18.1% | -7.0% | +25.1% | +19.1% |
| 6M | +59.2% | -17.1% | +76.3% | +60.2% |
| YTD | +51.5% | +0.1% | +51.4% | +56.1% |
| 1Y | +75.7% | -51.2% | +126.8% | +70.7% |
| 3Y | +200.8% | -95.9% | +296.7% | +162.4% |
| All | +265.3% | -97.3% | +362.6% | +228.5% |
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 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