+799.8%
STLD vs TMF
-81.8%
+881.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.5% | -3.4% | +2.9% | -0.9% |
| 30D | -0.1% | +11.5% | -11.6% | +1.5% |
| 3M | -9.2% | -4.5% | -4.6% | -9.5% |
| 6M | +1.8% | -15.0% | +16.7% | -0.2% |
| YTD | +42.1% | -19.9% | +62.0% | +38.4% |
| 1Y | +58.5% | -26.6% | +85.1% | +52.4% |
| 3Y | +128.2% | -29.8% | +158.0% | +123.1% |
| 5Y | +288.2% | -88.2% | +376.4% | +160.8% |
| 10Y | +799.8% | -81.4% | +881.2% | +684.6% |
| All | +799.8% | -81.8% | +881.6% | +684.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling