+130.4%
TLT vs STLD
+8,194.6%
-8,064.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.6% | +7.8% | -0.3% |
| 7D | +0.5% | -12.5% | +13.0% | -0.4% |
| 30D | +6.0% | -6.8% | +12.9% | +5.5% |
| 3M | -0.9% | -16.4% | +15.5% | -2.0% |
| 6M | -2.6% | -6.1% | +3.5% | -2.8% |
| YTD | -3.1% | +32.0% | -35.1% | -0.7% |
| 1Y | -4.4% | +45.5% | -49.9% | -1.3% |
| 3Y | +5.5% | +106.5% | -101.0% | +12.7% |
| 5Y | -34.7% | +267.2% | -301.9% | -25.9% |
| 10Y | -17.6% | +878.9% | -896.5% | +5.2% |
| All | +130.4% | +8,194.6% | -8,064.1% | +272.2% |
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 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