-47.3%
TE vs STLD
+292.4%
-339.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.3% |
| 7D | -4.0% | +3.1% | -7.1% | -5.9% |
| 30D | -15.9% | -9.0% | -6.9% | -11.6% |
| 3M | -60.5% | -12.4% | -48.2% | -57.9% |
| 6M | -35.2% | +25.5% | -60.7% | -44.7% |
| YTD | -31.1% | +43.6% | -74.8% | -46.4% |
| 1Y | +148.6% | +87.2% | +61.5% | +61.5% |
| 3Y | -26.4% | +135.2% | -161.6% | -56.8% |
| All | -47.3% | +292.4% | -339.7% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling