+309.0%
STLD vs TPG
+85.9%
+223.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.5% |
| 7D | +2.7% | -2.9% | +5.5% | +3.7% |
| 30D | -8.4% | +5.0% | -13.5% | -10.4% |
| 3M | -9.9% | +24.9% | -34.8% | -17.6% |
| 6M | +33.0% | +21.1% | +12.0% | +22.3% |
| YTD | +42.6% | -17.3% | +59.8% | +50.6% |
| 1Y | +80.8% | -9.8% | +90.6% | +83.5% |
| 3Y | +143.4% | +95.4% | +48.0% | +80.9% |
| All | +309.0% | +85.9% | +223.1% | +184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling