+2,904.7%
STLD vs TMF
-68.9%
+2,973.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.5% |
| 7D | +3.1% | -1.4% | +4.6% | +2.8% |
| 30D | -9.0% | -2.8% | -6.2% | -9.4% |
| 3M | -12.4% | -10.9% | -1.5% | -14.3% |
| 6M | +25.5% | -21.3% | +46.8% | +19.5% |
| YTD | +43.6% | -15.9% | +59.5% | +39.0% |
| 1Y | +87.2% | -15.7% | +102.9% | +81.5% |
| 3Y | +135.2% | -43.4% | +178.6% | +115.0% |
| 5Y | +290.9% | -87.8% | +378.6% | +151.6% |
| 10Y | +1,113.5% | -86.7% | +1,200.2% | +832.3% |
| All | +2,904.7% | -68.9% | +2,973.6% | +3,674.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling