-97.8%
TSLQ vs STLA
-58.2%
-39.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.1% | +2.5% | -7.9% |
| 7D | -26.6% | -13.1% | -13.5% | -33.8% |
| 30D | -17.5% | -13.3% | -4.3% | -25.4% |
| 3M | -41.7% | -27.9% | -13.8% | -53.5% |
| 6M | -16.9% | -47.8% | +30.9% | -46.7% |
| YTD | -21.9% | -64.6% | +42.6% | -62.9% |
| 1Y | -32.5% | -64.0% | +31.5% | -67.1% |
| 3Y | -97.2% | -76.8% | -20.3% | -98.4% |
| All | -97.8% | -58.2% | -39.6% | -97.9% |
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