+687.2%
TFC vs STLD
+7,971.8%
-7,284.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.6% | +5.6% | +0.2% |
| 7D | +1.1% | -12.5% | +13.5% | +4.9% |
| 30D | +7.8% | -6.8% | +14.6% | +9.8% |
| 3M | -4.8% | -16.4% | +11.6% | -0.3% |
| 6M | +1.8% | -6.1% | +8.0% | +2.7% |
| YTD | +4.4% | +32.0% | -27.6% | -5.2% |
| 1Y | +18.0% | +45.5% | -27.5% | +4.1% |
| 3Y | +85.2% | +106.5% | -21.3% | +45.2% |
| 5Y | -1.4% | +267.2% | -268.6% | -36.3% |
| 10Y | +95.7% | +878.9% | -783.2% | -5.8% |
| All | +687.2% | +7,971.8% | -7,284.6% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling