+13,174.6%
TDG vs STLD
+2,968.7%
+10,205.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | -2.0% | +3.1% | -5.2% | -3.0% |
| 30D | -7.4% | -9.0% | +1.6% | -5.0% |
| 3M | -5.4% | -12.4% | +7.0% | -2.3% |
| 6M | -11.6% | +25.5% | -37.1% | -18.3% |
| YTD | -12.6% | +43.6% | -56.2% | -22.8% |
| 1Y | -9.3% | +87.2% | -96.5% | -26.5% |
| 3Y | +49.2% | +135.2% | -86.1% | +9.6% |
| 5Y | +132.1% | +290.9% | -158.7% | +40.4% |
| 10Y | +544.8% | +1,113.5% | -568.6% | +164.3% |
| All | +13,174.6% | +2,968.7% | +10,205.9% | +3,176.6% |
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 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