-79.7%
TE vs STLD
+255.4%
-335.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.1% | +3.2% |
| 7D | -12.6% | -11.1% | -1.5% | -5.4% |
| 30D | -36.7% | -4.8% | -31.9% | -34.2% |
| 3M | -57.5% | -14.6% | -42.9% | -53.2% |
| 6M | -55.2% | -7.4% | -47.8% | -53.5% |
| YTD | -64.7% | +32.6% | -97.2% | -71.3% |
| 1Y | -35.9% | +47.3% | -83.2% | -51.7% |
| 3Y | -31.8% | +107.5% | -139.3% | -58.1% |
| All | -79.7% | +255.4% | -335.0% | -90.8% |
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