+325.6%
TTD vs STLD
+1,014.6%
-689.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.6% | +4.4% | -0.2% |
| 7D | -1.9% | -12.5% | +10.6% | +3.2% |
| 30D | +7.5% | -6.8% | +14.3% | +10.1% |
| 3M | -32.4% | -16.4% | -16.1% | -28.3% |
| 6M | -47.9% | -6.1% | -41.8% | -47.8% |
| YTD | -66.3% | +32.0% | -98.2% | -71.0% |
| 1Y | -73.1% | +45.5% | -118.7% | -77.9% |
| 3Y | -83.8% | +106.5% | -190.3% | -89.0% |
| 5Y | -81.3% | +267.2% | -348.5% | -90.2% |
| 10Y | +436.7% | +878.9% | -442.2% | +57.0% |
| All | +325.6% | +1,014.6% | -689.0% | +5.9% |
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