+85.5%
TGT vs STLD
+56.0%
+29.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.2% | -3.0% |
| 7D | +4.8% | -4.7% | +9.4% | +5.3% |
| 30D | +5.3% | -0.9% | +6.2% | +5.3% |
| 3M | +7.2% | -11.9% | +19.1% | +9.0% |
| 6M | +31.4% | +0.9% | +30.5% | +29.8% |
| YTD | +70.1% | +40.4% | +29.6% | +51.7% |
| 1Y | +85.5% | +56.6% | +29.0% | +55.4% |
| All | +85.5% | +56.0% | +29.5% | +55.4% |
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