+218.4%
TGT vs STLD
+1,091.0%
-872.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.9% |
| 7D | -0.6% | +2.7% | -3.3% | -1.3% |
| 30D | +9.5% | -8.4% | +18.0% | +11.6% |
| 3M | +32.3% | -9.9% | +42.1% | +34.9% |
| 6M | +37.0% | +33.0% | +4.0% | +26.4% |
| YTD | +71.0% | +42.6% | +28.5% | +54.6% |
| 1Y | +85.0% | +80.8% | +4.3% | +57.4% |
| 3Y | +46.8% | +143.4% | -96.6% | +13.8% |
| 5Y | -22.7% | +293.4% | -316.2% | -47.7% |
| All | +218.4% | +1,091.0% | -872.6% | +64.7% |
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