+159.4%
STLD vs TLN
+583.6%
-424.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -2.1% |
| 7D | +3.1% | +7.1% | -3.9% | +2.2% |
| 30D | -9.0% | -3.9% | -5.1% | -8.6% |
| 3M | -12.4% | -16.2% | +3.8% | -10.8% |
| 6M | +25.5% | -5.8% | +31.3% | +25.1% |
| YTD | +43.6% | -15.4% | +59.0% | +44.6% |
| 1Y | +87.2% | -16.7% | +103.9% | +88.3% |
| 3Y | +135.2% | +473.8% | -338.5% | +72.5% |
| All | +159.4% | +583.6% | -424.2% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling