+285.0%
STLD vs TSLQ
-97.8%
+382.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.8% | +7.0% | +0.6% |
| 7D | -0.5% | -7.3% | +6.8% | -0.7% |
| 30D | -0.1% | -13.2% | +13.2% | -0.7% |
| 3M | -9.2% | -37.6% | +28.5% | -12.3% |
| 6M | +1.8% | -9.3% | +11.1% | +4.0% |
| YTD | +42.1% | -19.1% | +61.2% | +45.2% |
| 1Y | +58.5% | -27.2% | +85.7% | +60.7% |
| 3Y | +128.2% | -97.1% | +225.3% | +87.7% |
| All | +285.0% | -97.8% | +382.8% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling