+527.9%
TTD vs STLD
+802.0%
-274.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.2% |
| 7D | +20.8% | -0.5% | +21.3% | +21.1% |
| 30D | +33.8% | -0.1% | +33.9% | +33.6% |
| 3M | +17.8% | -9.2% | +27.0% | +21.4% |
| 6M | -25.7% | +1.8% | -27.5% | -27.8% |
| YTD | -57.9% | +42.1% | -100.0% | -64.8% |
| 1Y | -63.8% | +58.5% | -122.4% | -71.2% |
| 3Y | -75.0% | +128.2% | -203.3% | -83.6% |
| 5Y | -82.5% | +288.2% | -370.8% | -91.1% |
| 10Y | +527.9% | +799.8% | -271.9% | +106.2% |
| All | +527.9% | +802.0% | -274.1% | +106.2% |
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