+734.7%
TT vs STLD
+804.7%
-70.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -1.1% |
| 7D | +0.8% | -4.7% | +5.5% | +2.3% |
| 30D | -11.8% | -0.9% | -10.8% | -11.6% |
| 3M | -11.6% | -11.9% | +0.3% | -8.5% |
| 6M | -9.3% | +0.9% | -10.2% | -10.4% |
| YTD | +8.9% | +40.4% | -31.5% | -3.2% |
| 1Y | -2.2% | +56.6% | -58.8% | -16.1% |
| 3Y | +91.9% | +125.5% | -33.6% | +42.5% |
| 5Y | +136.0% | +292.8% | -156.8% | +40.9% |
| 10Y | +734.7% | +787.1% | -52.3% | +254.3% |
| All | +734.7% | +804.7% | -70.0% | +254.3% |
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