-49.1%
TE vs STLD
+50.3%
-99.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -4.0% |
| 7D | -10.5% | -9.7% | -0.9% | -5.9% |
| 30D | -32.4% | -4.5% | -27.9% | -30.4% |
| 3M | -60.9% | -13.1% | -47.8% | -58.3% |
| 6M | -62.8% | -2.8% | -60.1% | -61.9% |
| YTD | -65.7% | +35.3% | -101.1% | -65.5% |
| All | -49.1% | +50.3% | -99.4% | -42.5% |
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 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