-97.0%
TSLQ vs STLA
-39.8%
-57.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.3% | +10.7% | +13.0% |
| 7D | -5.8% | +2.6% | -8.4% | -3.4% |
| 30D | -22.1% | -1.2% | -20.9% | -21.3% |
| 3M | +10.1% | -24.8% | +34.8% | -8.0% |
| 6M | -6.8% | -25.6% | +18.8% | -20.1% |
| YTD | +8.5% | -48.9% | +57.5% | -32.2% |
| 1Y | -49.7% | -38.8% | -11.0% | -61.0% |
| 3Y | -95.6% | -64.5% | -31.1% | -96.5% |
| All | -97.0% | -39.8% | -57.2% | -96.2% |
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