-9.7%
TPR vs STLD
+5.3%
-15.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.6% | +4.2% |
| 7D | +12.6% | -3.9% | +16.6% | +13.7% |
| 30D | +7.1% | -0.4% | +7.5% | +7.1% |
| 3M | -19.4% | -9.2% | -10.1% | -16.8% |
| 6M | -9.7% | +5.0% | -14.7% | -18.2% |
| All | -9.7% | +5.3% | -15.0% | -18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling