+123.8%
STX vs TSLQ
-17.8%
+141.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.4% | -14.6% | -6.7% |
| 7D | -20.2% | +9.8% | -30.0% | -18.3% |
| 30D | -37.2% | -6.0% | -31.2% | -37.4% |
| 3M | -34.1% | -35.0% | +0.9% | -39.1% |
| 6M | -24.5% | -24.9% | +0.5% | -22.6% |
| YTD | +102.9% | -12.7% | +115.6% | +117.2% |
| 1Y | +123.8% | -21.0% | +144.8% | +135.5% |
| All | +123.8% | -17.8% | +141.6% | +135.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling