-12.5%
TLT vs STLD
+779.4%
-791.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | +0.2% |
| 7D | +0.3% | -9.7% | +9.9% | -0.3% |
| 30D | +5.1% | -4.5% | +9.6% | +4.9% |
| 3M | -0.2% | -13.1% | +12.9% | -0.9% |
| 6M | -2.9% | -2.8% | -0.2% | -2.9% |
| YTD | -2.7% | +35.3% | -38.0% | -0.5% |
| 1Y | -4.6% | +51.4% | -56.0% | -1.7% |
| 3Y | +6.1% | +117.9% | -111.9% | +12.9% |
| 5Y | -35.1% | +272.6% | -307.7% | -26.4% |
| 10Y | -12.5% | +782.2% | -794.7% | +12.8% |
| All | -12.5% | +779.4% | -791.9% | +12.8% |
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