-23.4%
TSLL vs STLD
+89.3%
-112.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -11.3% |
| 7D | +1.9% | +3.1% | -1.3% | +0.7% |
| 30D | +17.8% | -9.0% | +26.7% | +21.5% |
| 3M | -37.0% | -12.4% | -24.6% | -33.5% |
| 6M | -37.7% | +25.5% | -63.2% | -46.2% |
| YTD | -51.4% | +43.6% | -95.0% | -61.0% |
| 1Y | -23.4% | +87.2% | -110.6% | -42.9% |
| All | -23.4% | +89.3% | -112.6% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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