+106.1%
TOST vs STLD
+104.7%
+1.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.6% | +7.0% | +1.5% |
| 7D | +11.6% | -12.5% | +24.1% | +15.7% |
| 30D | +16.2% | -6.8% | +23.1% | +18.1% |
| 3M | +1.0% | -16.4% | +17.4% | +5.7% |
| 6M | +23.2% | -6.1% | +29.3% | +22.9% |
| YTD | -1.0% | +32.0% | -33.0% | -14.6% |
| 1Y | -9.9% | +45.5% | -55.4% | -25.5% |
| All | +106.1% | +104.7% | +1.4% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling