+13,823.5%
TDG vs STLD
+2,791.8%
+11,031.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.2% |
| 7D | +0.4% | -9.7% | +10.1% | +3.4% |
| 30D | +10.0% | -4.5% | +14.5% | +11.3% |
| 3M | -0.5% | -13.1% | +12.6% | +3.1% |
| 6M | +0.3% | -2.8% | +3.1% | 0.0% |
| YTD | -8.3% | +35.3% | -43.7% | -17.9% |
| 1Y | -5.1% | +51.4% | -56.5% | -18.0% |
| 3Y | +46.5% | +117.9% | -71.4% | +9.9% |
| 5Y | +114.1% | +272.6% | -158.5% | +31.5% |
| 10Y | +555.9% | +782.2% | -226.3% | +192.5% |
| All | +13,823.5% | +2,791.8% | +11,031.7% | +3,385.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling