+1,134.8%
STX vs TSLQ
-97.2%
+1,232.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.9% |
| 7D | -2.3% | -6.6% | +4.3% | -3.0% |
| 30D | -5.5% | -24.3% | +18.8% | -8.6% |
| 3M | -4.3% | -3.6% | -0.7% | -2.2% |
| 6M | +115.6% | -12.0% | +127.6% | +121.9% |
| YTD | +202.2% | +1.4% | +200.8% | +217.6% |
| 1Y | +325.3% | -43.6% | +368.9% | +326.5% |
| 3Y | +1,283.9% | -95.4% | +1,379.3% | +1,129.4% |
| All | +1,134.8% | -97.2% | +1,232.0% | +977.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling