+356.2%
TPR vs STLD
+761.4%
-405.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +1.4% |
| 7D | -0.3% | +2.9% | -3.2% | -1.8% |
| 30D | +15.1% | -5.6% | +20.7% | +17.4% |
| 3M | +3.5% | -11.7% | +15.2% | +8.2% |
| 6M | +0.4% | -2.8% | +3.2% | -0.8% |
| YTD | +4.6% | +36.4% | -31.8% | -13.5% |
| 1Y | +33.1% | +50.0% | -16.9% | +4.8% |
| 3Y | +396.0% | +122.3% | +273.7% | +202.6% |
| 5Y | +230.3% | +273.2% | -42.9% | +40.0% |
| All | +356.2% | +761.4% | -405.2% | +11.3% |
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 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