-38.0%
STZ vs TSLQ
-97.3%
+59.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.4% | +6.6% | -1.9% |
| 7D | +4.9% | +19.7% | -14.8% | +5.3% |
| 30D | +20.9% | +4.1% | +16.8% | +21.0% |
| 3M | +8.0% | -30.9% | +38.9% | +7.2% |
| 6M | -5.3% | -13.6% | +8.3% | -5.2% |
| YTD | +5.9% | -2.6% | +8.5% | +6.7% |
| 1Y | +14.2% | -10.4% | +24.7% | +14.9% |
| 3Y | -37.0% | -96.4% | +59.4% | -41.1% |
| All | -38.0% | -97.3% | +59.3% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling