+292.6%
STLD vs TMF
-87.5%
+380.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +3.1% | -1.4% | +4.6% | +3.1% |
| 30D | -9.0% | -2.8% | -6.2% | -9.0% |
| 3M | -12.4% | -10.9% | -1.5% | -12.4% |
| 6M | +25.5% | -21.3% | +46.8% | +25.1% |
| YTD | +43.6% | -15.9% | +59.5% | +43.3% |
| 1Y | +87.2% | -15.7% | +102.9% | +86.9% |
| 3Y | +135.2% | -43.4% | +178.6% | +131.5% |
| All | +292.6% | -87.5% | +380.1% | +243.0% |
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