+105.0%
TFC vs STLD
+1,105.0%
-1,000.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | +2.4% | +3.1% | -0.7% | +0.9% |
| 30D | -1.3% | -9.0% | +7.7% | +2.6% |
| 3M | +6.1% | -12.4% | +18.4% | +11.6% |
| 6M | +7.3% | +25.5% | -18.2% | -4.9% |
| YTD | +8.2% | +43.6% | -35.4% | -10.5% |
| 1Y | +14.4% | +87.2% | -72.8% | -16.9% |
| 3Y | +93.7% | +135.2% | -41.5% | +22.1% |
| 5Y | +16.4% | +290.9% | -274.5% | -47.2% |
| All | +105.0% | +1,105.0% | -1,000.1% | -52.6% |
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