+32.7%
TNA vs STLD
+761.4%
-728.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | +2.4% |
| 7D | +3.7% | +2.9% | +0.8% | +0.5% |
| 30D | +4.4% | -5.6% | +9.9% | +10.8% |
| 3M | -26.7% | -11.7% | -14.9% | -17.8% |
| 6M | -12.8% | -2.8% | -10.1% | -14.1% |
| YTD | +22.7% | +36.4% | -13.8% | -17.6% |
| 1Y | +35.7% | +50.0% | -14.3% | -17.6% |
| 3Y | +134.6% | +122.3% | +12.3% | -5.0% |
| 5Y | -46.0% | +273.2% | -319.2% | -88.2% |
| All | +32.7% | +761.4% | -728.7% | -87.2% |
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 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