+1,069.7%
TNA vs STLD
+4,764.7%
-3,695.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.8% | -6.0% |
| 7D | -0.5% | -4.7% | +4.2% | +4.8% |
| 30D | -0.7% | -0.9% | +0.2% | +0.1% |
| 3M | -21.5% | -11.9% | -9.6% | -12.1% |
| 6M | -11.2% | +0.9% | -12.1% | -15.6% |
| YTD | +27.0% | +40.4% | -13.5% | -15.7% |
| 1Y | +28.0% | +56.6% | -28.5% | -24.0% |
| 3Y | +142.9% | +125.5% | +17.4% | +1.3% |
| 5Y | -42.6% | +292.8% | -335.4% | -87.1% |
| 10Y | +53.3% | +787.1% | -733.8% | -83.5% |
| All | +1,069.7% | +4,764.7% | -3,695.1% | -81.0% |
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