+8,847.9%
STLD vs TRI
+561.6%
+8,286.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | +1.8% |
| 7D | +3.1% | -0.5% | +3.7% | +3.2% |
| 30D | -9.0% | +7.9% | -16.9% | -14.4% |
| 3M | -12.4% | +24.1% | -36.4% | -26.9% |
| 6M | +25.5% | +3.8% | +21.7% | +13.4% |
| YTD | +43.6% | -16.9% | +60.5% | +45.8% |
| 1Y | +87.2% | -38.4% | +125.6% | +134.3% |
| 3Y | +135.2% | -12.2% | +147.4% | +112.1% |
| 5Y | +290.9% | -1.8% | +292.7% | +217.1% |
| 10Y | +1,113.5% | +207.6% | +905.8% | +266.7% |
| All | +8,847.9% | +561.6% | +8,286.3% | +1,462.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling