-80.6%
TTD vs STLD
+115.4%
-195.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.1% | +13.4% | +14.9% |
| 7D | +19.0% | -9.7% | +28.6% | +21.9% |
| 30D | +23.6% | -4.5% | +28.1% | +24.8% |
| 3M | +8.2% | -13.1% | +21.3% | +11.5% |
| 6M | -35.3% | -2.8% | -32.6% | -35.9% |
| YTD | -60.7% | +35.3% | -96.0% | -65.4% |
| 1Y | -65.3% | +51.4% | -116.7% | -70.8% |
| 3Y | -80.6% | +117.9% | -198.5% | -87.1% |
| All | -80.6% | +115.4% | -195.9% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling