-97.2%
TSLQ vs STLA
-42.7%
-54.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | -1.3% |
| 7D | -8.0% | +0.4% | -8.4% | -7.6% |
| 30D | -23.8% | -5.2% | -18.6% | -25.6% |
| 3M | -7.0% | -24.9% | +17.8% | -22.8% |
| 6M | -17.1% | -25.2% | +8.1% | -28.9% |
| YTD | +0.1% | -51.4% | +51.5% | -40.0% |
| 1Y | -51.2% | -40.7% | -10.5% | -63.0% |
| 3Y | -95.9% | -66.3% | -29.7% | -96.9% |
| All | -97.2% | -42.7% | -54.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling