+150.1%
STLD vs TDY
+44.8%
+105.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.1% |
| 7D | -2.8% | -1.8% | -1.0% | -1.8% |
| 30D | -10.4% | -13.8% | +3.4% | -2.4% |
| 3M | -10.6% | -3.9% | -6.7% | -8.7% |
| 6M | +32.7% | -9.0% | +41.7% | +39.7% |
| YTD | +42.8% | +16.5% | +26.3% | +30.2% |
| 1Y | +86.9% | +9.3% | +77.7% | +76.4% |
| All | +150.1% | +44.8% | +105.3% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling