+604.5%
TDG vs STLD
+761.4%
-157.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +2.4% |
| 7D | +1.7% | +2.9% | -1.2% | +0.6% |
| 30D | +9.7% | -5.6% | +15.2% | +11.7% |
| 3M | -2.3% | -11.7% | +9.4% | +1.4% |
| 6M | +1.3% | -2.8% | +4.1% | +0.7% |
| YTD | -8.5% | +36.4% | -44.9% | -21.0% |
| 1Y | -8.1% | +50.0% | -58.1% | -23.7% |
| 3Y | +43.4% | +122.3% | -78.9% | -3.1% |
| 5Y | +127.8% | +273.2% | -145.4% | +14.6% |
| All | +604.5% | +761.4% | -157.0% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling