+258.4%
TPR vs STLD
+268.5%
-10.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.6% | +14.7% | +9.8% |
| 7D | +13.9% | -12.5% | +26.3% | +19.2% |
| 30D | +14.9% | -6.8% | +21.8% | +17.3% |
| 3M | -15.4% | -16.4% | +1.0% | -10.4% |
| 6M | -4.5% | -6.1% | +1.6% | -3.8% |
| YTD | +6.0% | +32.0% | -26.0% | -7.5% |
| 1Y | +24.3% | +45.5% | -21.2% | +4.3% |
| 3Y | +412.8% | +106.5% | +306.3% | +258.2% |
| 5Y | +258.4% | +267.2% | -8.7% | +77.7% |
| All | +258.4% | +268.5% | -10.0% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling