+7,633.8%
TT vs STLD
+8,684.3%
-1,050.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -0.2% | +3.1% | -3.4% | -1.3% |
| 30D | -7.4% | -9.0% | +1.6% | -4.9% |
| 3M | -3.2% | -12.4% | +9.2% | +0.2% |
| 6M | +1.1% | +25.5% | -24.4% | -6.7% |
| YTD | +15.6% | +43.6% | -28.0% | +2.1% |
| 1Y | +9.2% | +87.2% | -78.0% | -11.6% |
| 3Y | +124.4% | +135.2% | -10.9% | +64.2% |
| 5Y | +138.0% | +290.9% | -152.9% | +42.0% |
| 10Y | +886.4% | +1,113.5% | -227.1% | +277.9% |
| All | +7,633.8% | +8,684.3% | -1,050.5% | +1,206.7% |
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