+6,676.0%
TT vs STLD
+7,971.8%
-1,295.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.6% | +3.2% | -2.0% |
| 7D | -9.0% | -12.5% | +3.5% | -5.1% |
| 30D | -17.6% | -6.8% | -10.8% | -15.8% |
| 3M | -18.7% | -16.4% | -2.3% | -14.4% |
| 6M | -17.4% | -6.1% | -11.3% | -16.5% |
| YTD | +1.5% | +32.0% | -30.4% | -8.1% |
| 1Y | -9.4% | +45.5% | -54.9% | -20.6% |
| 3Y | +85.1% | +106.5% | -21.4% | +41.0% |
| 5Y | +125.7% | +267.2% | -141.4% | +37.7% |
| 10Y | +757.3% | +878.9% | -121.5% | +251.1% |
| All | +6,676.0% | +7,971.8% | -1,295.8% | +1,073.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling