-55.4%
TSLL vs STLD
+225.4%
-280.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -10.6% |
| 7D | +1.9% | +3.1% | -1.3% | -0.7% |
| 30D | +17.8% | -9.0% | +26.7% | +25.3% |
| 3M | -37.0% | -12.4% | -24.6% | -31.8% |
| 6M | -37.7% | +25.5% | -63.2% | -50.3% |
| YTD | -51.4% | +43.6% | -95.0% | -66.2% |
| 1Y | -23.4% | +87.2% | -110.6% | -58.1% |
| 3Y | -30.8% | +135.2% | -166.0% | -64.3% |
| All | -55.4% | +225.4% | -280.9% | -79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling