+87.5%
TNA vs STLD
+1,092.9%
-1,005.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.3% |
| 7D | -3.6% | -2.8% | -0.8% | -0.7% |
| 30D | -10.1% | -10.4% | +0.3% | -0.2% |
| 3M | +2.7% | -10.6% | +13.3% | +11.6% |
| 6M | +38.4% | +32.7% | +5.7% | -1.8% |
| YTD | +45.4% | +42.8% | +2.6% | -6.0% |
| 1Y | +55.9% | +86.9% | -31.0% | -25.1% |
| 3Y | +109.8% | +143.8% | -34.0% | -22.0% |
| 5Y | -22.5% | +293.5% | -316.0% | -84.0% |
| 10Y | +87.5% | +1,122.7% | -1,035.1% | -87.3% |
| All | +87.5% | +1,092.9% | -1,005.3% | -87.3% |
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