+9.4%
TT vs STLD
+89.3%
-79.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.3% |
| 7D | 0.0% | +3.1% | -3.1% | -1.0% |
| 30D | -7.2% | -9.0% | +1.8% | -4.5% |
| 3M | -3.0% | -12.4% | +9.4% | +0.7% |
| 6M | +1.4% | +25.5% | -24.2% | -8.5% |
| YTD | +15.9% | +43.6% | -27.7% | +0.2% |
| 1Y | +9.4% | +87.2% | -77.8% | -12.7% |
| All | +9.4% | +89.3% | -79.8% | -12.7% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling