+272.6%
STLD vs TMF
-88.4%
+361.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -9.7% | +0.6% | -10.3% | -9.7% |
| 30D | -4.5% | +16.3% | -20.9% | -4.5% |
| 3M | -13.1% | -2.7% | -10.4% | -13.1% |
| 6M | -2.8% | -13.2% | +10.4% | -2.7% |
| YTD | +35.3% | -16.7% | +52.0% | +35.3% |
| 1Y | +51.4% | -22.7% | +74.1% | +51.2% |
| 3Y | +117.9% | -26.1% | +144.0% | +117.1% |
| 5Y | +272.6% | -88.4% | +361.0% | +239.4% |
| All | +272.6% | -88.4% | +361.0% | +239.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling