+51.8%
STLD vs TMF
-29.9%
+81.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.5% |
| 7D | +6.9% | -8.2% | +15.0% | +7.4% |
| 30D | -1.5% | +5.3% | -6.8% | -2.6% |
| 3M | -9.7% | -8.5% | -1.2% | -8.7% |
| 6M | +2.3% | -17.2% | +19.5% | +5.1% |
| YTD | +41.0% | -23.4% | +64.4% | +43.8% |
| 1Y | +51.8% | -30.2% | +82.1% | +63.1% |
| All | +51.8% | -29.9% | +81.7% | +63.1% |
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