+144.4%
STLD vs TLN
+683.0%
-538.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.2% | -5.1% | +1.1% |
| 7D | -9.7% | +9.1% | -18.7% | -10.8% |
| 30D | -4.5% | -4.1% | -0.5% | -4.2% |
| 3M | -13.1% | +4.4% | -17.5% | -14.0% |
| 6M | -2.8% | -6.0% | +3.3% | -3.0% |
| YTD | +35.3% | -3.1% | +38.5% | +33.3% |
| 1Y | +51.4% | -6.1% | +57.4% | +49.5% |
| 3Y | +117.9% | +575.3% | -457.4% | +55.0% |
| All | +144.4% | +683.0% | -538.6% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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