+107.5%
STLD vs TD
+129.3%
-21.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.8% |
| 7D | -11.1% | -1.7% | -9.4% | -10.1% |
| 30D | -4.8% | +8.2% | -13.0% | -9.1% |
| 3M | -14.6% | +1.7% | -16.3% | -15.4% |
| 6M | -7.4% | +14.2% | -21.7% | -14.6% |
| YTD | +32.6% | +32.8% | -0.2% | +11.9% |
| 1Y | +47.3% | +55.5% | -8.2% | +14.3% |
| 3Y | +107.5% | +129.6% | -22.1% | +32.3% |
| All | +107.5% | +129.3% | -21.8% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling