-12.6%
TLT vs STLD
+761.4%
-774.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.6% |
| 7D | -3.1% | +2.9% | -6.0% | -2.9% |
| 30D | +1.0% | -5.6% | +6.6% | +0.8% |
| 3M | -2.7% | -11.7% | +9.0% | -3.3% |
| 6M | -4.1% | -2.8% | -1.4% | -4.1% |
| YTD | -5.4% | +36.4% | -41.8% | -3.2% |
| 1Y | -7.0% | +50.0% | -57.0% | -4.3% |
| 3Y | +2.8% | +122.3% | -119.5% | +9.6% |
| 5Y | -35.4% | +273.2% | -308.6% | -26.7% |
| All | -12.6% | +761.4% | -774.0% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling