+1,097.8%
STLD vs TD
+303.5%
+794.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.2% |
| 7D | -3.6% | -2.6% | -1.1% | -1.4% |
| 30D | -10.1% | -1.0% | -9.1% | -9.2% |
| 3M | -11.4% | +5.6% | -17.1% | -15.8% |
| 6M | +30.8% | +27.1% | +3.7% | +5.6% |
| YTD | +40.7% | +29.4% | +11.3% | +11.8% |
| 1Y | +80.8% | +60.7% | +20.1% | +18.3% |
| 3Y | +140.2% | +127.6% | +12.5% | +11.6% |
| 5Y | +288.5% | +125.4% | +163.1% | +79.0% |
| All | +1,097.8% | +303.5% | +794.3% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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