-72.2%
TTD vs STLD
+89.3%
-161.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.3% |
| 7D | +6.3% | +3.1% | +3.2% | +6.3% |
| 30D | -23.9% | -9.0% | -14.9% | -23.9% |
| 3M | -31.4% | -12.4% | -19.0% | -31.0% |
| 6M | -42.7% | +25.5% | -68.2% | -43.5% |
| YTD | -62.0% | +43.6% | -105.6% | -62.8% |
| 1Y | -72.2% | +87.2% | -159.4% | -71.6% |
| All | -72.2% | +89.3% | -161.5% | -71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling