+1,111.5%
STLD vs TDY
+479.2%
+632.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.3% |
| 7D | -0.9% | -1.1% | +0.2% | -0.2% |
| 30D | -8.9% | -12.0% | +3.2% | -0.6% |
| 3M | -14.0% | -3.2% | -10.8% | -12.4% |
| 6M | +30.8% | -7.9% | +38.7% | +37.7% |
| YTD | +42.3% | +18.2% | +24.0% | +25.7% |
| 1Y | +81.1% | +6.7% | +74.4% | +71.1% |
| 3Y | +149.2% | +47.5% | +101.6% | +85.0% |
| 5Y | +292.9% | +39.5% | +253.4% | +198.3% |
| All | +1,111.5% | +479.2% | +632.3% | +208.2% |
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