+85.8%
TT vs STLD
+104.7%
-18.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.6% | +3.2% | -2.4% |
| 7D | -9.0% | -12.5% | +3.5% | -5.7% |
| 30D | -17.6% | -6.8% | -10.8% | -16.1% |
| 3M | -18.7% | -16.4% | -2.3% | -15.0% |
| 6M | -17.4% | -6.1% | -11.3% | -16.7% |
| YTD | +1.5% | +32.0% | -30.4% | -6.5% |
| 1Y | -9.4% | +45.5% | -54.9% | -18.5% |
| All | +85.8% | +104.7% | -18.9% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling