-84.3%
TE vs STLD
+274.1%
-358.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -1.0% |
| 7D | -19.1% | +2.9% | -22.0% | -20.8% |
| 30D | -34.1% | -5.6% | -28.6% | -31.3% |
| 3M | -60.1% | -11.7% | -48.4% | -57.1% |
| 6M | -66.0% | -2.8% | -63.2% | -65.8% |
| YTD | -71.4% | +36.4% | -107.9% | -77.3% |
| 1Y | -45.3% | +50.0% | -95.3% | -59.3% |
| 3Y | +9.1% | +122.3% | -113.2% | -35.8% |
| All | -84.3% | +274.1% | -358.4% | -93.3% |
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