+60.1%
STLD vs TMF
-23.9%
+84.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.2% |
| 7D | -3.9% | +4.0% | -7.9% | -4.2% |
| 30D | -0.4% | +19.5% | -19.8% | -2.5% |
| 3M | -9.2% | -3.5% | -5.7% | -8.2% |
| 6M | +5.0% | -10.6% | +15.6% | +7.2% |
| YTD | +42.8% | -17.1% | +59.9% | +44.8% |
| 1Y | +60.1% | -24.3% | +84.3% | +65.4% |
| All | +60.1% | -23.9% | +84.0% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling