+265.3%
STT vs TSLQ
-97.3%
+362.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.0% | +6.7% | -2.0% |
| 7D | +2.2% | -8.6% | +10.7% | +1.5% |
| 30D | +3.9% | -24.9% | +28.8% | +1.4% |
| 3M | +19.2% | -1.5% | +20.7% | +20.9% |
| 6M | +60.4% | -18.1% | +78.4% | +61.2% |
| YTD | +51.5% | -0.1% | +51.6% | +56.1% |
| 1Y | +76.3% | -51.4% | +127.7% | +71.2% |
| 3Y | +200.7% | -95.9% | +296.7% | +162.3% |
| 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 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