+286.8%
STLD vs TSLQ
-97.3%
+384.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.8% | -8.0% | +5.2% | -3.5% |
| 30D | -10.4% | -23.8% | +13.4% | -12.5% |
| 3M | -10.6% | -7.0% | -3.6% | -9.9% |
| 6M | +32.7% | -17.1% | +49.8% | +33.7% |
| YTD | +42.8% | +0.1% | +42.7% | +47.6% |
| 1Y | +86.9% | -51.2% | +138.1% | +80.9% |
| 3Y | +143.8% | -95.9% | +239.7% | +106.9% |
| All | +286.8% | -97.3% | +384.0% | +230.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling