+7,919.3%
TPR vs STLD
+16,767.1%
-8,847.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.6% | +4.7% |
| 7D | +12.6% | -3.9% | +16.6% | +14.3% |
| 30D | +7.1% | -0.4% | +7.5% | +7.1% |
| 3M | -19.4% | -9.2% | -10.1% | -16.9% |
| 6M | -9.7% | +5.0% | -14.7% | -12.4% |
| YTD | -1.0% | +42.8% | -43.8% | -15.2% |
| 1Y | +19.3% | +60.1% | -40.8% | -2.1% |
| 3Y | +379.0% | +123.5% | +255.5% | +235.4% |
| 5Y | +239.1% | +302.0% | -62.9% | +83.3% |
| 10Y | +364.0% | +959.3% | -595.3% | +69.7% |
| All | +7,919.3% | +16,767.1% | -8,847.8% | +628.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling