+9.1%
TE vs STLD
+119.8%
-110.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -0.6% |
| 7D | -19.1% | +2.9% | -22.0% | -21.1% |
| 30D | -34.1% | -5.6% | -28.6% | -30.8% |
| 3M | -60.1% | -11.7% | -48.4% | -56.5% |
| 6M | -66.0% | -2.8% | -63.2% | -65.9% |
| YTD | -71.4% | +36.4% | -107.9% | -78.8% |
| 1Y | -45.3% | +50.0% | -95.3% | -62.8% |
| 3Y | +9.1% | +122.3% | -113.2% | -37.6% |
| All | +9.1% | +119.8% | -110.7% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling