-56.8%
TSLL vs STLD
+200.4%
-257.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.2% | +8.3% |
| 7D | -21.2% | -11.1% | -10.1% | -12.4% |
| 30D | -13.3% | -4.8% | -8.5% | -8.4% |
| 3M | +15.4% | -14.6% | +29.9% | +30.9% |
| 6M | -34.2% | -7.4% | -26.8% | -31.2% |
| YTD | -52.9% | +32.6% | -85.5% | -64.6% |
| 1Y | -54.3% | +47.3% | -101.7% | -68.9% |
| 3Y | -18.4% | +107.5% | -125.9% | -53.6% |
| All | -56.8% | +200.4% | -257.2% | -78.7% |
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