+84.7%
TFC vs STLD
+779.4%
-694.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.0% |
| 7D | +0.3% | -9.7% | +10.0% | +4.8% |
| 30D | +9.2% | -4.5% | +13.7% | +11.0% |
| 3M | -2.9% | -13.1% | +10.2% | +2.4% |
| 6M | +3.5% | -2.8% | +6.3% | +2.8% |
| YTD | +5.4% | +35.3% | -29.9% | -11.0% |
| 1Y | +17.3% | +51.4% | -34.1% | -6.1% |
| 3Y | +96.7% | +117.9% | -21.3% | +27.4% |
| 5Y | -1.1% | +272.6% | -273.7% | -54.4% |
| 10Y | +84.7% | +782.2% | -697.4% | -50.6% |
| All | +84.7% | +779.4% | -694.6% | -50.6% |
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