+411.3%
TTMI vs STLD
+790.2%
-379.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | +22.6% | +6.9% | +15.7% | +19.0% |
| 30D | -34.3% | -1.5% | -32.8% | -33.2% |
| 3M | -44.8% | -9.7% | -35.1% | -41.8% |
| 6M | -53.3% | +2.3% | -55.6% | -53.8% |
| YTD | +10.6% | +41.0% | -30.5% | -4.7% |
| 1Y | +8.2% | +51.8% | -43.6% | -9.5% |
| 3Y | +435.7% | +126.4% | +309.3% | +272.6% |
| 5Y | +434.2% | +285.7% | +148.5% | +186.5% |
| All | +411.3% | +790.2% | -379.0% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling