-50.0%
TNA vs STLD
+255.4%
-305.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.3% |
| 7D | -7.0% | -11.1% | +4.1% | +4.5% |
| 30D | -6.4% | -4.8% | -1.7% | -1.9% |
| 3M | -25.7% | -14.6% | -11.1% | -14.7% |
| 6M | -19.7% | -7.4% | -12.3% | -16.6% |
| YTD | +18.3% | +32.6% | -14.3% | -15.9% |
| 1Y | +24.6% | +47.3% | -22.8% | -20.3% |
| 3Y | +112.8% | +107.5% | +5.3% | -0.3% |
| All | -50.0% | +255.4% | -305.4% | -85.5% |
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 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