-97.7%
TSLQ vs STLA
-58.6%
-39.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.8% | +3.0% |
| 7D | -16.8% | -13.8% | -3.1% | -25.5% |
| 30D | -18.0% | -10.5% | -7.4% | -24.1% |
| 3M | -34.5% | -28.9% | -5.6% | -48.2% |
| 6M | -8.9% | -49.7% | +40.8% | -43.2% |
| YTD | -19.0% | -64.9% | +45.9% | -61.8% |
| 1Y | -38.2% | -64.0% | +25.8% | -69.9% |
| 3Y | -96.9% | -77.4% | -19.5% | -98.3% |
| All | -97.7% | -58.6% | -39.1% | -97.8% |
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