+8,332.0%
STLD vs TRI
+578.0%
+7,754.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +4.4% |
| 7D | -9.7% | -11.4% | +1.7% | -3.7% |
| 30D | -4.5% | +4.9% | -9.5% | -9.1% |
| 3M | -13.1% | +7.0% | -20.1% | -20.1% |
| 6M | -2.8% | +18.2% | -20.9% | -20.3% |
| YTD | +35.3% | -14.8% | +50.1% | +31.5% |
| 1Y | +51.4% | -18.0% | +69.3% | +51.0% |
| 3Y | +117.9% | -12.0% | +129.9% | +91.7% |
| 5Y | +272.6% | -0.8% | +273.4% | +193.1% |
| 10Y | +782.2% | +220.1% | +562.0% | +152.2% |
| All | +8,332.0% | +578.0% | +7,754.0% | +1,309.3% |
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