+686.4%
STX vs TSLQ
-97.8%
+784.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.7% | -6.8% | -2.5% |
| 7D | +14.6% | -16.8% | +31.4% | +11.9% |
| 30D | -26.0% | -18.0% | -8.0% | -26.7% |
| 3M | -42.6% | -34.5% | -8.1% | -44.6% |
| 6M | -35.3% | -8.9% | -26.4% | -32.7% |
| YTD | +92.5% | -19.0% | +111.5% | +100.0% |
| 1Y | +102.4% | -38.2% | +140.6% | +104.5% |
| 3Y | +673.8% | -96.9% | +770.7% | +552.7% |
| All | +686.4% | -97.8% | +784.2% | +578.7% |
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