+60.1%
STLD vs TSLQ
-17.8%
+77.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.4% | -9.5% | -2.6% |
| 7D | -3.9% | +9.8% | -13.8% | -3.4% |
| 30D | -0.4% | -6.0% | +5.7% | -0.5% |
| 3M | -9.2% | -35.0% | +25.8% | -10.7% |
| 6M | +5.0% | -24.9% | +29.9% | +5.4% |
| YTD | +42.8% | -12.7% | +55.5% | +44.5% |
| 1Y | +60.1% | -21.0% | +81.1% | +60.6% |
| All | +60.1% | -17.8% | +77.8% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling