+59.2%
TGT vs STLD
+105.6%
-46.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +2.6% | -11.1% | +13.7% | +5.4% |
| 30D | +5.0% | -4.8% | +9.7% | +5.9% |
| 3M | +8.5% | -14.6% | +23.1% | +12.0% |
| 6M | +23.8% | -7.4% | +31.2% | +24.5% |
| YTD | +66.5% | +32.6% | +34.0% | +50.4% |
| 1Y | +84.9% | +47.3% | +37.6% | +61.8% |
| 3Y | +59.2% | +107.5% | -48.3% | +22.7% |
| All | +59.2% | +105.6% | -46.4% | +22.7% |
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