+232.5%
STT vs TSLQ
-97.9%
+330.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | -0.6% |
| 7D | +5.1% | -26.6% | +31.7% | +2.2% |
| 30D | -0.2% | -17.5% | +17.3% | -1.4% |
| 3M | -8.1% | -41.7% | +33.5% | -11.8% |
| 6M | +16.6% | -16.9% | +33.6% | +17.7% |
| YTD | +37.8% | -21.9% | +59.8% | +39.9% |
| 1Y | +46.8% | -32.5% | +79.3% | +47.5% |
| 3Y | +181.2% | -97.2% | +278.3% | +135.0% |
| All | +232.5% | -97.9% | +330.3% | +194.3% |
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