+753.3%
TT vs STLD
+868.9%
-115.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | -2.0% | -11.1% | +9.1% | +1.6% |
| 30D | -14.0% | -4.8% | -9.2% | -12.7% |
| 3M | -15.9% | -14.6% | -1.3% | -12.1% |
| 6M | -17.3% | -7.4% | -9.9% | -16.1% |
| YTD | +4.0% | +32.6% | -28.6% | -6.0% |
| 1Y | -7.1% | +47.3% | -54.4% | -18.7% |
| 3Y | +90.2% | +107.5% | -17.3% | +44.9% |
| 5Y | +131.1% | +268.8% | -137.7% | +40.6% |
| All | +753.3% | +868.9% | -115.6% | +242.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling