-97.2%
TSLQ vs STLA
-41.5%
-55.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | +0.7% |
| 7D | -6.6% | -2.9% | -3.7% | -8.8% |
| 30D | -24.3% | +0.9% | -25.2% | -22.4% |
| 3M | -3.6% | -21.6% | +18.0% | -17.9% |
| 6M | -12.0% | -21.6% | +9.7% | -21.8% |
| YTD | +1.4% | -50.4% | +51.8% | -38.2% |
| 1Y | -43.6% | -43.6% | 0.0% | -59.8% |
| 3Y | -95.4% | -66.4% | -29.0% | -96.5% |
| All | -97.2% | -41.5% | -55.7% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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