+135.5%
TDG vs STLD
+291.8%
-156.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | -0.9% | +2.7% | -3.6% | -1.6% |
| 30D | -6.5% | -8.4% | +1.9% | -4.7% |
| 3M | -5.1% | -9.9% | +4.8% | -3.1% |
| 6M | -11.5% | +33.0% | -44.6% | -18.3% |
| YTD | -13.9% | +42.6% | -56.5% | -22.2% |
| 1Y | -11.5% | +80.8% | -92.2% | -25.2% |
| 3Y | +53.7% | +143.4% | -89.8% | +16.3% |
| 5Y | +135.5% | +293.4% | -157.9% | +54.9% |
| All | +135.5% | +291.8% | -156.3% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling