+47.5%
TGT vs STLD
+144.6%
-97.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +0.8% | +3.1% | -2.4% | 0.0% |
| 30D | +12.2% | -9.0% | +21.2% | +14.5% |
| 3M | +33.8% | -12.4% | +46.2% | +37.6% |
| 6M | +39.3% | +25.5% | +13.8% | +29.4% |
| YTD | +72.9% | +43.6% | +29.2% | +54.0% |
| 1Y | +84.6% | +87.2% | -2.6% | +52.4% |
| All | +47.5% | +144.6% | -97.1% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling