+87.2%
STLD vs TDY
+11.8%
+75.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | +3.1% | -1.8% | +5.0% | +4.2% |
| 30D | -9.0% | -10.7% | +1.7% | -3.2% |
| 3M | -12.4% | -1.3% | -11.1% | -11.7% |
| 6M | +25.5% | -10.6% | +36.1% | +32.3% |
| YTD | +43.6% | +19.6% | +24.1% | +32.5% |
| 1Y | +87.2% | +11.6% | +75.6% | +79.3% |
| All | +87.2% | +11.8% | +75.4% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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