-31.8%
TE vs STLD
+105.6%
-137.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.1% | +3.2% |
| 7D | -12.6% | -11.1% | -1.5% | -4.0% |
| 30D | -36.7% | -4.8% | -31.9% | -33.7% |
| 3M | -57.5% | -14.6% | -42.9% | -52.4% |
| 6M | -55.2% | -7.4% | -47.8% | -53.3% |
| YTD | -64.7% | +32.6% | -97.2% | -73.0% |
| 1Y | -35.9% | +47.3% | -83.2% | -55.8% |
| 3Y | -31.8% | +107.5% | -139.3% | -61.4% |
| All | -31.8% | +105.6% | -137.4% | -61.4% |
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