+131.2%
TLT vs STLD
+8,926.7%
-8,795.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.1% |
| 7D | -0.4% | +3.1% | -3.6% | -0.2% |
| 30D | -0.6% | -9.0% | +8.4% | -1.2% |
| 3M | -2.7% | -12.4% | +9.6% | -3.5% |
| 6M | -5.6% | +25.5% | -31.1% | -3.8% |
| YTD | -2.8% | +43.6% | -46.4% | +0.2% |
| 1Y | -1.4% | +87.2% | -88.6% | +3.7% |
| 3Y | -1.6% | +135.2% | -136.8% | +6.1% |
| 5Y | -33.8% | +290.9% | -324.7% | -24.6% |
| 10Y | -21.1% | +1,113.5% | -1,134.6% | +2.3% |
| All | +131.2% | +8,926.7% | -8,795.5% | +275.5% |
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