+2,883.7%
TGT vs STLD
+8,684.3%
-5,800.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +0.8% | +3.1% | -2.4% | +0.1% |
| 30D | +12.2% | -9.0% | +21.2% | +14.2% |
| 3M | +33.8% | -12.4% | +46.2% | +37.0% |
| 6M | +39.3% | +25.5% | +13.8% | +31.4% |
| YTD | +72.9% | +43.6% | +29.2% | +58.1% |
| 1Y | +84.6% | +87.2% | -2.6% | +59.1% |
| 3Y | +46.2% | +135.2% | -89.0% | +18.0% |
| 5Y | -21.3% | +290.9% | -312.2% | -44.3% |
| 10Y | +213.5% | +1,113.5% | -899.9% | +63.6% |
| All | +2,883.7% | +8,684.3% | -5,800.5% | +671.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling