+8,153.7%
STLD vs TD
+5,864.4%
+2,289.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -0.6% |
| 7D | +3.1% | +0.3% | +2.8% | +2.9% |
| 30D | -9.0% | +0.4% | -9.4% | -9.1% |
| 3M | -12.4% | +7.6% | -20.0% | -17.0% |
| 6M | +25.5% | +25.0% | +0.5% | +6.8% |
| YTD | +43.6% | +31.0% | +12.6% | +18.1% |
| 1Y | +87.2% | +65.2% | +22.0% | +30.0% |
| 3Y | +135.2% | +122.5% | +12.7% | +29.2% |
| 5Y | +290.9% | +124.8% | +166.1% | +113.0% |
| 10Y | +1,113.5% | +298.2% | +815.2% | +354.3% |
| All | +8,153.7% | +5,864.4% | +2,289.3% | +1,158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling