+146.0%
TT vs STLD
+292.4%
-146.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -0.2% | +3.1% | -3.4% | -1.1% |
| 30D | -7.4% | -9.0% | +1.6% | -5.2% |
| 3M | -3.2% | -12.4% | +9.2% | -0.2% |
| 6M | +1.1% | +25.5% | -24.4% | -5.8% |
| YTD | +15.6% | +43.6% | -28.0% | +3.8% |
| 1Y | +9.2% | +87.2% | -78.0% | -8.8% |
| 3Y | +124.4% | +135.2% | -10.9% | +71.7% |
| All | +146.0% | +292.4% | -146.4% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling