+155.6%
TE vs STLD
+80.8%
+74.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -42.5% |
| 6M | -24.7% | +33.0% | -57.7% | -29.4% |
| YTD | -24.3% | +42.6% | -66.8% | -27.7% |
| 1Y | +155.6% | +80.8% | +74.8% | +153.5% |
| All | +155.6% | +80.8% | +74.7% | +153.5% |
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