+2,853.8%
TRV vs STLD
+8,177.9%
-5,324.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.4% |
| 7D | -0.9% | -9.7% | +8.8% | +1.2% |
| 30D | +7.2% | -4.5% | +11.7% | +8.1% |
| 3M | +3.2% | -13.1% | +16.3% | +5.8% |
| 6M | +33.6% | -2.8% | +36.4% | +33.0% |
| YTD | +37.8% | +35.3% | +2.4% | +26.9% |
| 1Y | +43.4% | +51.4% | -8.0% | +28.8% |
| 3Y | +146.7% | +117.9% | +28.7% | +99.6% |
| 5Y | +176.1% | +272.6% | -96.5% | +91.9% |
| 10Y | +357.4% | +782.2% | -424.8% | +148.8% |
| All | +2,853.8% | +8,177.9% | -5,324.0% | +710.4% |
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