-46.4%
TOST vs STLD
+333.0%
-379.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -4.7% | +6.9% | -11.5% | -7.1% |
| 30D | +8.5% | -1.5% | +10.0% | +8.6% |
| 3M | -1.6% | -9.7% | +8.1% | +1.3% |
| 6M | +44.1% | +2.3% | +41.8% | +39.4% |
| YTD | -5.6% | +41.0% | -46.6% | -22.3% |
| 1Y | -12.6% | +51.8% | -64.4% | -30.5% |
| 3Y | +137.6% | +126.4% | +11.1% | +50.5% |
| 5Y | -30.4% | +285.7% | -316.1% | -68.2% |
| All | -46.4% | +333.0% | -379.4% | -74.7% |
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