+221.9%
TRGP vs STLD
+105.6%
+116.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.8% |
| 7D | -16.0% | -11.1% | -4.9% | -13.7% |
| 30D | -6.4% | -4.8% | -1.7% | -5.4% |
| 3M | -1.0% | -14.6% | +13.6% | +2.4% |
| 6M | +7.0% | -7.4% | +14.4% | +7.7% |
| YTD | +46.1% | +32.6% | +13.5% | +31.5% |
| 1Y | +58.7% | +47.3% | +11.4% | +38.0% |
| 3Y | +221.9% | +107.5% | +114.3% | +137.6% |
| All | +221.9% | +105.6% | +116.2% | +137.6% |
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