-26.9%
TGT vs STLD
+255.4%
-282.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +2.6% | -11.1% | +13.7% | +5.8% |
| 30D | +5.0% | -4.8% | +9.7% | +6.1% |
| 3M | +8.5% | -14.6% | +23.1% | +12.6% |
| 6M | +23.8% | -7.4% | +31.2% | +24.8% |
| YTD | +66.5% | +32.6% | +34.0% | +49.8% |
| 1Y | +84.9% | +47.3% | +37.6% | +60.9% |
| 3Y | +59.2% | +107.5% | -48.3% | +21.4% |
| All | -26.9% | +255.4% | -282.3% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling