+379.1%
TPR vs STLD
+868.9%
-489.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +14.2% | -11.1% | +25.3% | +20.2% |
| 30D | +17.1% | -4.8% | +21.9% | +19.0% |
| 3M | -17.7% | -14.6% | -3.2% | -12.5% |
| 6M | -10.2% | -7.4% | -2.8% | -8.8% |
| YTD | +4.9% | +32.6% | -27.7% | -11.9% |
| 1Y | +36.1% | +47.3% | -11.2% | +8.3% |
| 3Y | +416.5% | +107.5% | +308.9% | +227.5% |
| 5Y | +254.8% | +268.8% | -14.0% | +52.2% |
| All | +379.1% | +868.9% | -489.8% | +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 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