-48.5%
TE vs STLD
+709.4%
-757.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.7% | +10.7% | +10.3% |
| 7D | +18.2% | +2.7% | +15.6% | +16.9% |
| 30D | -13.5% | -8.4% | -5.1% | -11.0% |
| 3M | -44.6% | -9.9% | -34.7% | -43.1% |
| 6M | -24.7% | +33.0% | -57.7% | -32.8% |
| YTD | -24.3% | +42.6% | -66.8% | -34.3% |
| 1Y | +155.6% | +80.8% | +74.8% | +101.7% |
| 3Y | -18.3% | +143.4% | -161.7% | -39.3% |
| 5Y | -41.3% | +293.4% | -334.7% | -59.3% |
| All | -48.5% | +709.4% | -757.9% | -65.5% |
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