+1,217.7%
STX vs TSLQ
-97.3%
+1,315.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | +9.6% | -8.0% | +17.6% | +8.5% |
| 30D | +10.6% | -23.8% | +34.4% | +7.1% |
| 3M | +4.8% | -7.0% | +11.8% | +6.7% |
| 6M | +137.3% | -17.1% | +154.4% | +142.3% |
| YTD | +222.5% | +0.1% | +222.4% | +238.3% |
| 1Y | +366.2% | -51.2% | +417.4% | +360.1% |
| 3Y | +1,352.9% | -95.9% | +1,448.8% | +1,161.5% |
| All | +1,217.7% | -97.3% | +1,315.0% | +1,048.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling