+308.1%
STLD vs TPG
+74.1%
+234.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.6% |
| 7D | -0.9% | -9.4% | +8.5% | +2.6% |
| 30D | -8.9% | -5.3% | -3.6% | -7.4% |
| 3M | -14.0% | +12.9% | -26.9% | -18.5% |
| 6M | +30.8% | +20.1% | +10.7% | +20.5% |
| YTD | +42.3% | -22.5% | +64.8% | +53.8% |
| 1Y | +81.1% | -19.7% | +100.8% | +92.1% |
| 3Y | +149.2% | +81.2% | +68.0% | +90.2% |
| All | +308.1% | +74.1% | +234.0% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling