+46.5%
TDG vs STLD
+115.4%
-68.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.5% |
| 7D | +0.4% | -9.7% | +10.1% | +2.2% |
| 30D | +10.0% | -4.5% | +14.5% | +10.8% |
| 3M | -0.5% | -13.1% | +12.6% | +1.6% |
| 6M | +0.3% | -2.8% | +3.1% | +0.1% |
| YTD | -8.3% | +35.3% | -43.7% | -14.6% |
| 1Y | -5.1% | +51.4% | -56.5% | -13.7% |
| 3Y | +46.5% | +117.9% | -71.4% | +23.9% |
| All | +46.5% | +115.4% | -68.8% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling