+75.7%
TFC vs STLD
+761.4%
-685.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.5% | +2.7% |
| 7D | +2.3% | +2.9% | -0.7% | +0.8% |
| 30D | +10.8% | -5.6% | +16.4% | +13.2% |
| 3M | -3.8% | -11.7% | +8.0% | +0.7% |
| 6M | +9.6% | -2.8% | +12.4% | +8.8% |
| YTD | +5.8% | +36.4% | -30.7% | -11.1% |
| 1Y | +16.2% | +50.0% | -33.8% | -6.7% |
| 3Y | +96.0% | +122.3% | -26.3% | +25.7% |
| 5Y | +1.7% | +273.2% | -271.5% | -53.1% |
| All | +75.7% | +761.4% | -685.8% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling