+421.8%
TPR vs STLD
+104.7%
+317.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.6% | +14.7% | +9.3% |
| 7D | +13.9% | -12.5% | +26.3% | +18.2% |
| 30D | +14.9% | -6.8% | +21.8% | +16.9% |
| 3M | -15.4% | -16.4% | +1.0% | -11.2% |
| 6M | -4.5% | -6.1% | +1.6% | -3.9% |
| YTD | +6.0% | +32.0% | -26.0% | -5.8% |
| 1Y | +24.3% | +45.5% | -21.2% | +6.9% |
| All | +421.8% | +104.7% | +317.1% | +282.5% |
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