+508.6%
TRGP vs STLD
+288.2%
+220.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +9.0% | +6.9% | +2.2% | +6.9% |
| 30D | +1.5% | -1.5% | +3.0% | +1.9% |
| 3M | +10.7% | -9.7% | +20.4% | +13.5% |
| 6M | +17.1% | +2.3% | +14.8% | +14.6% |
| YTD | +63.6% | +41.0% | +22.6% | +42.4% |
| 1Y | +77.0% | +51.8% | +25.1% | +50.0% |
| 3Y | +273.2% | +126.4% | +146.7% | +165.2% |
| 5Y | +508.6% | +285.7% | +222.9% | +252.5% |
| All | +508.6% | +288.2% | +220.4% | +252.5% |
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