+329.6%
TTD vs STLD
+1,019.6%
-690.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.8% |
| 7D | +5.2% | -11.1% | +16.3% | +10.0% |
| 30D | +6.9% | -4.8% | +11.7% | +8.6% |
| 3M | -26.8% | -14.6% | -12.3% | -23.0% |
| 6M | -46.1% | -7.4% | -38.7% | -45.7% |
| YTD | -65.9% | +32.6% | -98.5% | -70.8% |
| 1Y | -71.8% | +47.3% | -119.2% | -77.0% |
| 3Y | -83.3% | +107.5% | -190.9% | -88.6% |
| 5Y | -81.1% | +268.8% | -350.0% | -90.1% |
| 10Y | +441.7% | +883.3% | -441.6% | +58.2% |
| All | +329.6% | +1,019.6% | -690.0% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling