-95.9%
TSLQ vs STLA
-65.4%
-30.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.1% | -4.9% | -10.4% |
| 7D | -8.6% | +0.7% | -9.3% | -7.9% |
| 30D | -24.9% | -2.4% | -22.5% | -24.9% |
| 3M | -1.5% | -23.9% | +22.3% | -17.4% |
| 6M | -18.1% | -24.6% | +6.5% | -29.4% |
| YTD | -0.1% | -50.5% | +50.4% | -39.7% |
| 1Y | -51.4% | -39.8% | -11.5% | -62.6% |
| 3Y | -95.9% | -65.6% | -30.3% | -96.6% |
| All | -95.9% | -65.4% | -30.5% | -96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling