+272.6%
STLD vs TRI
-0.6%
+273.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +2.4% |
| 7D | -9.7% | -11.4% | +1.7% | -8.7% |
| 30D | -4.5% | +4.9% | -9.5% | -5.4% |
| 3M | -13.1% | +7.0% | -20.1% | -14.3% |
| 6M | -2.8% | +18.2% | -20.9% | -5.9% |
| YTD | +35.3% | -14.8% | +50.1% | +42.8% |
| 1Y | +51.4% | -18.0% | +69.3% | +61.7% |
| 3Y | +117.9% | -12.0% | +129.9% | +103.4% |
| 5Y | +272.6% | -0.8% | +273.4% | +172.4% |
| All | +272.6% | -0.6% | +273.2% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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