-45.7%
TOST vs STLD
+341.0%
-386.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -3.4% | +3.1% | -6.6% | -4.7% |
| 30D | -2.4% | -9.0% | +6.5% | +0.9% |
| 3M | +34.6% | -12.4% | +47.0% | +40.6% |
| 6M | +15.2% | +25.5% | -10.3% | +2.1% |
| YTD | -4.4% | +43.6% | -48.0% | -21.2% |
| 1Y | -17.4% | +87.2% | -104.6% | -40.2% |
| 3Y | +54.5% | +135.2% | -80.8% | -3.0% |
| All | -45.7% | +341.0% | -386.7% | -74.3% |
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