+2,661.0%
STLD vs TMF
-69.1%
+2,730.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.2% | -7.5% |
| 7D | -12.5% | +2.7% | -15.2% | -12.0% |
| 30D | -6.8% | +19.3% | -26.2% | -3.3% |
| 3M | -16.4% | -3.7% | -12.7% | -16.7% |
| 6M | -6.1% | -11.3% | +5.2% | -8.2% |
| YTD | +32.0% | -16.6% | +48.6% | +27.7% |
| 1Y | +45.5% | -21.1% | +66.6% | +39.2% |
| 3Y | +106.5% | -26.8% | +133.3% | +100.6% |
| 5Y | +267.2% | -88.0% | +355.2% | +134.0% |
| 10Y | +878.9% | -84.7% | +963.6% | +684.7% |
| All | +2,661.0% | -69.1% | +2,730.1% | +3,368.7% |
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