+449.9%
TTMI vs STLD
+779.4%
-329.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.1% | +11.2% | +12.3% |
| 7D | -1.6% | -9.7% | +8.0% | +3.5% |
| 30D | -37.7% | -4.5% | -33.2% | -35.8% |
| 3M | -45.1% | -13.1% | -32.0% | -41.1% |
| 6M | -52.1% | -2.8% | -49.4% | -51.5% |
| YTD | +9.2% | +35.3% | -26.2% | -4.0% |
| 1Y | +12.9% | +51.4% | -38.5% | -5.3% |
| 3Y | +445.5% | +117.9% | +327.5% | +286.2% |
| 5Y | +427.9% | +272.6% | +155.3% | +187.7% |
| 10Y | +449.9% | +782.2% | -332.3% | +76.4% |
| All | +449.9% | +779.4% | -329.5% | +76.4% |
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