+122.3%
STLD vs TD
+132.8%
-10.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +2.9% | +1.1% | +1.8% | +2.2% |
| 30D | -5.6% | +5.2% | -10.8% | -8.3% |
| 3M | -11.7% | +1.2% | -13.0% | -12.3% |
| 6M | -2.8% | +17.7% | -20.5% | -11.9% |
| YTD | +36.4% | +34.2% | +2.2% | +14.4% |
| 1Y | +50.0% | +55.4% | -5.4% | +16.2% |
| 3Y | +122.3% | +130.4% | -8.1% | +41.6% |
| All | +122.3% | +132.8% | -10.5% | +41.6% |
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