+35.3%
TRV vs STLD
+80.8%
-45.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | +0.5% | +2.7% | -2.2% | +0.4% |
| 30D | -4.9% | -8.4% | +3.6% | -4.7% |
| 3M | +23.7% | -9.9% | +33.6% | +24.0% |
| 6M | +20.3% | +33.0% | -12.7% | +17.8% |
| YTD | +27.1% | +42.6% | -15.5% | +24.2% |
| 1Y | +35.3% | +80.8% | -45.4% | +30.0% |
| All | +35.3% | +80.8% | -45.5% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling