+94.8%
TFC vs STLD
+124.8%
-30.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -1.4% |
| 7D | +1.7% | -4.7% | +6.4% | +3.2% |
| 30D | +9.0% | -0.9% | +9.9% | +9.0% |
| 3M | -2.1% | -11.9% | +9.8% | +1.6% |
| 6M | +3.4% | +0.9% | +2.5% | +1.5% |
| YTD | +5.3% | +40.4% | -35.1% | -9.7% |
| 1Y | +16.2% | +56.6% | -40.4% | -4.6% |
| 3Y | +94.8% | +125.5% | -30.7% | +37.9% |
| All | +94.8% | +124.8% | -30.0% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling