-34.7%
TLT vs STLD
+291.0%
-325.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.1% |
| 7D | -1.0% | -0.5% | -0.6% | -1.0% |
| 30D | +3.7% | -0.1% | +3.7% | +3.7% |
| 3M | -0.8% | -9.2% | +8.4% | -0.8% |
| 6M | -3.6% | +1.8% | -5.3% | -3.6% |
| YTD | -3.9% | +42.1% | -46.1% | -3.8% |
| 1Y | -6.2% | +58.5% | -64.7% | -6.1% |
| 3Y | +4.2% | +128.2% | -124.1% | +4.4% |
| 5Y | -34.7% | +288.2% | -322.9% | -34.2% |
| All | -34.7% | +291.0% | -325.7% | -34.2% |
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