+88.5%
TFC vs STLD
+868.9%
-780.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +1.2% | -11.1% | +12.3% | +6.5% |
| 30D | +8.3% | -4.8% | +13.1% | +10.3% |
| 3M | -5.2% | -14.6% | +9.4% | +0.7% |
| 6M | -0.8% | -7.4% | +6.6% | +0.8% |
| YTD | +3.4% | +32.6% | -29.1% | -11.9% |
| 1Y | +17.0% | +47.3% | -30.3% | -5.2% |
| 3Y | +86.2% | +107.5% | -21.4% | +23.4% |
| 5Y | -2.3% | +268.8% | -271.1% | -54.8% |
| All | +88.5% | +868.9% | -780.4% | -52.9% |
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