+344.9%
TRV vs STLD
+790.2%
-445.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +0.1% | +6.9% | -6.8% | -1.5% |
| 30D | +8.0% | -1.5% | +9.5% | +8.2% |
| 3M | +9.3% | -9.7% | +19.0% | +11.4% |
| 6M | +36.2% | +2.3% | +33.9% | +33.7% |
| YTD | +40.6% | +41.0% | -0.5% | +26.2% |
| 1Y | +43.1% | +51.8% | -8.8% | +25.8% |
| 3Y | +149.6% | +126.4% | +23.2% | +90.8% |
| 5Y | +181.6% | +285.7% | -104.1% | +74.0% |
| All | +344.9% | +790.2% | -445.4% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling