-34.5%
TLT vs STLD
+274.1%
-308.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.4% |
| 7D | -3.1% | +2.9% | -6.0% | -3.1% |
| 30D | +1.0% | -5.6% | +6.6% | +1.0% |
| 3M | -2.7% | -11.7% | +9.0% | -2.7% |
| 6M | -4.1% | -2.8% | -1.4% | -4.2% |
| YTD | -5.4% | +36.4% | -41.8% | -5.2% |
| 1Y | -7.0% | +50.0% | -57.0% | -6.9% |
| 3Y | +2.8% | +122.3% | -119.5% | +3.1% |
| All | -34.5% | +274.1% | -308.6% | -33.8% |
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 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