-5.5%
TOST vs STLD
+46.8%
-52.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +3.4% |
| 7D | 0.0% | +2.9% | -2.9% | +0.1% |
| 30D | +16.2% | -5.6% | +21.7% | +16.0% |
| 3M | -1.5% | -11.7% | +10.2% | -2.0% |
| 6M | +55.3% | -2.8% | +58.1% | +54.9% |
| YTD | -2.3% | +36.4% | -38.8% | -5.7% |
| 1Y | -5.5% | +50.0% | -55.5% | -14.9% |
| All | -5.5% | +46.8% | -52.3% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling