+303.5%
STLD vs TPG
+71.4%
+232.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | 0.0% |
| 7D | -3.6% | -11.8% | +8.2% | +0.8% |
| 30D | -10.1% | -6.3% | -3.8% | -8.3% |
| 3M | -11.4% | +13.6% | -25.0% | -16.2% |
| 6M | +30.8% | +13.8% | +17.0% | +22.9% |
| YTD | +40.7% | -23.7% | +64.4% | +53.0% |
| 1Y | +80.8% | -18.2% | +98.9% | +90.1% |
| 3Y | +140.2% | +80.1% | +60.0% | +83.7% |
| All | +303.5% | +71.4% | +232.1% | +189.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling