+1,081.9%
STLD vs TMF
-86.8%
+1,168.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +3.1% | -1.4% | +4.6% | +2.9% |
| 30D | -9.0% | -2.8% | -6.2% | -9.3% |
| 3M | -12.4% | -10.9% | -1.5% | -13.7% |
| 6M | +25.5% | -21.3% | +46.8% | +21.4% |
| YTD | +43.6% | -15.9% | +59.5% | +40.5% |
| 1Y | +87.2% | -15.7% | +102.9% | +83.4% |
| 3Y | +135.2% | -43.4% | +178.6% | +120.2% |
| 5Y | +290.9% | -87.8% | +378.6% | +163.8% |
| All | +1,081.9% | -86.8% | +1,168.6% | +964.7% |
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