+289.0%
STLD vs TSLQ
-97.0%
+386.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.0% | -13.6% | -0.4% |
| 7D | +3.1% | -5.8% | +8.9% | +2.7% |
| 30D | -9.0% | -22.1% | +13.1% | -11.0% |
| 3M | -12.4% | +10.1% | -22.4% | -9.9% |
| 6M | +25.5% | -6.8% | +32.3% | +28.0% |
| YTD | +43.6% | +8.5% | +35.1% | +49.6% |
| 1Y | +87.2% | -49.7% | +136.9% | +81.6% |
| 3Y | +135.2% | -95.6% | +230.9% | +100.9% |
| All | +289.0% | -97.0% | +386.0% | +235.0% |
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