-85.4%
TTD vs STLD
+255.4%
-340.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.8% |
| 7D | +5.2% | -11.1% | +16.3% | +10.1% |
| 30D | +6.9% | -4.8% | +11.7% | +8.7% |
| 3M | -26.8% | -14.6% | -12.3% | -22.8% |
| 6M | -46.1% | -7.4% | -38.7% | -45.8% |
| YTD | -65.9% | +32.6% | -98.5% | -71.4% |
| 1Y | -71.8% | +47.3% | -119.2% | -77.6% |
| 3Y | -83.3% | +107.5% | -190.9% | -89.5% |
| All | -85.4% | +255.4% | -340.8% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling