-25.8%
TE vs STLD
+59.7%
-85.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.2% |
| 7D | +3.8% | -3.9% | +7.8% | +5.6% |
| 30D | -26.2% | -0.4% | -25.8% | -26.0% |
| 3M | -49.7% | -9.2% | -40.5% | -47.7% |
| 6M | -46.5% | +5.0% | -51.4% | -47.3% |
| YTD | -59.1% | +42.8% | -101.9% | -61.2% |
| 1Y | -25.8% | +60.1% | -85.9% | -36.0% |
| All | -25.8% | +59.7% | -85.5% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling