+80.8%
STLD vs TD
+63.7%
+17.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | +2.7% | +0.9% | +1.8% | +2.0% |
| 30D | -8.4% | -0.7% | -7.8% | -7.8% |
| 3M | -9.9% | +6.3% | -16.1% | -14.2% |
| 6M | +33.0% | +27.9% | +5.1% | +7.6% |
| YTD | +42.6% | +29.8% | +12.8% | +14.1% |
| 1Y | +80.8% | +63.7% | +17.1% | +30.1% |
| All | +80.8% | +63.7% | +17.0% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling