+740.9%
STLD vs TDY
+434.3%
+306.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | +2.9% | +4.1% | -1.1% | +0.2% |
| 30D | -5.6% | +5.7% | -11.3% | -9.2% |
| 3M | -11.7% | -4.4% | -7.3% | -9.1% |
| 6M | -2.8% | +1.2% | -4.0% | -4.1% |
| YTD | +36.4% | +26.0% | +10.4% | +15.5% |
| 1Y | +50.0% | +27.4% | +22.6% | +25.8% |
| 3Y | +122.3% | +67.5% | +54.8% | +51.7% |
| 5Y | +273.2% | +44.9% | +228.3% | +177.8% |
| All | +740.9% | +434.3% | +306.6% | +143.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling