+173.8%
TRV vs STLD
+255.4%
-81.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -0.3% | -11.1% | +10.9% | +1.4% |
| 30D | +9.6% | -4.8% | +14.4% | +10.2% |
| 3M | +2.7% | -14.6% | +17.3% | +4.9% |
| 6M | +32.0% | -7.4% | +39.4% | +32.5% |
| YTD | +37.8% | +32.6% | +5.2% | +29.5% |
| 1Y | +45.2% | +47.3% | -2.1% | +33.8% |
| 3Y | +145.3% | +107.5% | +37.7% | +107.4% |
| All | +173.8% | +255.4% | -81.5% | +96.5% |
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