-54.3%
TSLL vs STLD
+45.5%
-99.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.2% | +8.4% |
| 7D | -21.2% | -11.1% | -10.1% | -16.2% |
| 30D | -13.3% | -4.8% | -8.5% | -9.9% |
| 3M | +15.4% | -14.6% | +29.9% | +23.1% |
| 6M | -34.2% | -7.4% | -26.8% | -32.3% |
| YTD | -52.9% | +32.6% | -85.5% | -58.2% |
| 1Y | -54.3% | +47.3% | -101.7% | -64.6% |
| All | -54.3% | +45.5% | -99.8% | -64.6% |
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 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