-78.9%
TE vs STLD
+697.2%
-776.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.8% | -13.4% | -11.0% |
| 7D | -26.9% | -4.7% | -22.2% | -25.4% |
| 30D | -38.9% | -0.9% | -38.0% | -38.5% |
| 3M | -61.0% | -11.9% | -49.1% | -59.2% |
| 6M | -66.4% | +0.9% | -67.3% | -66.7% |
| YTD | -69.0% | +40.4% | -109.4% | -72.9% |
| 1Y | -54.0% | +56.6% | -110.6% | -61.5% |
| 3Y | +38.0% | +125.5% | -87.5% | +4.4% |
| 5Y | -81.0% | +292.8% | -373.8% | -86.7% |
| All | -78.9% | +697.2% | -776.1% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling