+269.6%
STLD vs TSLQ
-97.8%
+367.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -7.0% | -2.8% |
| 7D | +2.9% | -16.8% | +19.8% | +1.0% |
| 30D | -5.6% | -18.0% | +12.4% | -6.7% |
| 3M | -11.7% | -34.5% | +22.8% | -14.3% |
| 6M | -2.8% | -8.9% | +6.1% | -0.6% |
| YTD | +36.4% | -19.0% | +55.4% | +39.4% |
| 1Y | +50.0% | -38.2% | +88.2% | +49.1% |
| 3Y | +122.3% | -96.9% | +219.2% | +84.0% |
| All | +269.6% | -97.8% | +367.4% | +212.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling