-60.3%
TSLL vs STLD
+199.0%
-259.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -7.6% | -14.3% | -15.8% |
| 7D | -28.9% | -12.5% | -16.4% | -20.0% |
| 30D | -21.4% | -6.8% | -14.6% | -15.6% |
| 3M | +5.0% | -16.4% | +21.3% | +21.1% |
| 6M | -36.6% | -6.1% | -30.4% | -34.4% |
| YTD | -56.6% | +32.0% | -88.6% | -67.3% |
| 1Y | -60.9% | +45.5% | -106.4% | -73.0% |
| 3Y | -25.2% | +106.5% | -131.7% | -57.4% |
| All | -60.3% | +199.0% | -259.3% | -80.3% |
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