+698.5%
STX vs TSLQ
-97.1%
+795.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.7% |
| 7D | +16.8% | -26.6% | +43.4% | +12.3% |
| 30D | -27.0% | -17.5% | -9.5% | -27.7% |
| 3M | -37.9% | -41.7% | +3.8% | -40.7% |
| 6M | -32.5% | -16.9% | -15.6% | -30.8% |
| YTD | +98.6% | -21.9% | +120.5% | +104.5% |
| 1Y | +93.6% | -32.5% | +126.1% | +97.5% |
| All | +698.5% | -97.1% | +795.7% | +615.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling