+16.2%
TFC vs STLD
+56.0%
-39.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -1.1% |
| 7D | +1.7% | -4.7% | +6.4% | +2.8% |
| 30D | +9.0% | -0.9% | +9.9% | +9.0% |
| 3M | -2.1% | -11.9% | +9.8% | +0.8% |
| 6M | +3.4% | +0.9% | +2.5% | +1.9% |
| YTD | +5.3% | +40.4% | -35.1% | -8.7% |
| 1Y | +16.2% | +56.6% | -40.4% | -3.5% |
| All | +16.2% | +56.0% | -39.8% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling