+365.4%
STX vs TSLQ
-50.5%
+415.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.0% | -5.6% | +8.7% |
| 7D | +2.4% | -5.8% | +8.1% | +1.1% |
| 30D | +1.4% | -22.1% | +23.5% | -3.6% |
| 3M | -8.2% | +10.1% | -18.3% | -1.7% |
| 6M | +127.0% | -6.8% | +133.8% | +141.1% |
| YTD | +209.1% | +8.5% | +200.6% | +236.6% |
| 1Y | +365.4% | -49.7% | +415.2% | +374.1% |
| All | +365.4% | -50.5% | +415.9% | +374.1% |
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