+2,651.2%
TRV vs STLD
+8,684.3%
-6,033.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | -0.1% | +3.1% | -3.3% | -0.8% |
| 30D | -3.4% | -9.0% | +5.6% | -1.7% |
| 3M | +26.4% | -12.4% | +38.8% | +29.3% |
| 6M | +19.3% | +25.5% | -6.2% | +12.4% |
| YTD | +28.3% | +43.6% | -15.3% | +17.0% |
| 1Y | +34.3% | +87.2% | -52.9% | +15.1% |
| 3Y | +140.1% | +135.2% | +4.9% | +91.3% |
| 5Y | +155.7% | +290.9% | -135.1% | +76.0% |
| 10Y | +285.5% | +1,113.5% | -827.9% | +96.2% |
| All | +2,651.2% | +8,684.3% | -6,033.1% | +647.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling