+409.5%
TRGP vs STLD
+255.4%
+154.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.8% |
| 7D | -16.0% | -11.1% | -4.9% | -13.0% |
| 30D | -6.4% | -4.8% | -1.7% | -5.1% |
| 3M | -1.0% | -14.6% | +13.6% | +3.3% |
| 6M | +7.0% | -7.4% | +14.4% | +7.9% |
| YTD | +46.1% | +32.6% | +13.5% | +29.5% |
| 1Y | +58.7% | +47.3% | +11.4% | +35.3% |
| 3Y | +221.9% | +107.5% | +114.3% | +134.9% |
| All | +409.5% | +255.4% | +154.2% | +200.2% |
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 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