+208.2%
TGT vs STLD
+1,092.9%
-884.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.2% |
| 7D | -3.6% | -2.8% | -0.8% | -2.9% |
| 30D | +4.4% | -10.4% | +14.8% | +6.9% |
| 3M | +25.4% | -10.6% | +36.0% | +28.1% |
| 6M | +33.4% | +32.7% | +0.7% | +23.1% |
| YTD | +65.6% | +42.8% | +22.8% | +49.6% |
| 1Y | +80.3% | +86.9% | -6.7% | +52.1% |
| 3Y | +42.1% | +143.8% | -101.7% | +10.1% |
| 5Y | -25.0% | +293.5% | -318.5% | -49.2% |
| 10Y | +208.2% | +1,122.7% | -914.5% | +59.4% |
| All | +208.2% | +1,092.9% | -884.6% | +59.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling