-97.6%
TSLQ vs STLA
-53.9%
-43.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -3.5% |
| 7D | +4.7% | -4.9% | +9.6% | +1.3% |
| 30D | -5.6% | -4.9% | -0.7% | -8.5% |
| 3M | -34.6% | -23.7% | -10.9% | -45.5% |
| 6M | -11.4% | -45.0% | +33.6% | -41.0% |
| YTD | -14.1% | -60.9% | +46.8% | -56.1% |
| 1Y | -20.7% | -58.9% | +38.1% | -57.1% |
| 3Y | -96.9% | -74.4% | -22.4% | -98.1% |
| All | -97.6% | -53.9% | -43.8% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling