+7,677.9%
STLD vs TD
+6,034.7%
+1,643.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.0% |
| 7D | -9.7% | -0.6% | -9.0% | -9.2% |
| 30D | -4.5% | +7.9% | -12.5% | -9.7% |
| 3M | -13.1% | +3.1% | -16.2% | -15.1% |
| 6M | -2.8% | +17.2% | -19.9% | -13.6% |
| YTD | +35.3% | +34.7% | +0.6% | +8.8% |
| 1Y | +51.4% | +56.9% | -5.5% | +8.8% |
| 3Y | +117.9% | +134.7% | -16.8% | +15.1% |
| 5Y | +272.6% | +104.8% | +167.8% | +116.4% |
| 10Y | +782.2% | +305.8% | +476.4% | +224.8% |
| All | +7,677.9% | +6,034.7% | +1,643.2% | +1,059.1% |
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 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