+1,316.1%
TNA vs STLD
+4,875.2%
-3,559.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +2.4% |
| 7D | -0.1% | +3.1% | -3.2% | -3.5% |
| 30D | -4.9% | -9.0% | +4.1% | +3.5% |
| 3M | +0.4% | -12.4% | +12.7% | +11.5% |
| 6M | +32.5% | +25.5% | +7.0% | +1.2% |
| YTD | +53.7% | +43.6% | +10.1% | +0.4% |
| 1Y | +65.1% | +87.2% | -22.1% | -18.7% |
| 3Y | +98.4% | +135.2% | -36.8% | -20.2% |
| 5Y | -22.5% | +290.9% | -313.3% | -82.5% |
| 10Y | +82.5% | +1,113.5% | -1,030.9% | -85.7% |
| All | +1,316.1% | +4,875.2% | -3,559.1% | -77.4% |
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