+379.4%
TTD vs STLD
+1,113.0%
-733.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.7% |
| 7D | +6.3% | +3.1% | +3.2% | +5.1% |
| 30D | -23.9% | -9.0% | -14.9% | -21.3% |
| 3M | -31.4% | -12.4% | -19.0% | -28.5% |
| 6M | -42.7% | +25.5% | -68.2% | -48.9% |
| YTD | -62.0% | +43.6% | -105.6% | -68.2% |
| 1Y | -72.2% | +87.2% | -159.4% | -79.4% |
| 3Y | -81.9% | +135.2% | -217.2% | -88.3% |
| 5Y | -81.5% | +290.9% | -372.4% | -90.5% |
| All | +379.4% | +1,113.0% | -733.6% | +16.0% |
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