+81.2%
TGT vs STLD
+55.9%
+25.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +2.6% | +6.9% | -4.3% | +1.7% |
| 30D | +6.6% | -1.5% | +8.1% | +6.6% |
| 3M | +5.2% | -9.7% | +14.9% | +6.4% |
| 6M | +35.3% | +2.3% | +33.0% | +33.4% |
| YTD | +70.3% | +41.0% | +29.3% | +52.0% |
| 1Y | +81.2% | +51.8% | +29.3% | +54.4% |
| All | +81.2% | +55.9% | +25.2% | +54.4% |
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 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