+508.5%
TTD vs STLD
+761.4%
-252.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +2.6% |
| 7D | +21.3% | +2.9% | +18.3% | +20.0% |
| 30D | +28.7% | -5.6% | +34.3% | +31.3% |
| 3M | +7.7% | -11.7% | +19.4% | +12.2% |
| 6M | -23.5% | -2.8% | -20.7% | -24.2% |
| YTD | -58.7% | +36.4% | -95.1% | -65.0% |
| 1Y | -63.4% | +50.0% | -113.4% | -70.3% |
| 3Y | -75.3% | +122.3% | -197.6% | -83.6% |
| 5Y | -84.4% | +273.2% | -357.6% | -91.9% |
| All | +508.5% | +761.4% | -252.9% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling