+47.3%
STLD vs TMF
-22.9%
+70.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -11.1% | +1.2% | -12.3% | -11.2% |
| 30D | -4.8% | +19.7% | -24.5% | -7.0% |
| 3M | -14.6% | -2.1% | -12.5% | -13.8% |
| 6M | -7.4% | -13.4% | +6.0% | -5.0% |
| YTD | +32.6% | -16.7% | +49.3% | +34.6% |
| 1Y | +47.3% | -23.3% | +70.7% | +56.1% |
| All | +47.3% | -22.9% | +70.2% | +56.1% |
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