+396.7%
TTMI vs STLD
+868.9%
-472.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.5% | +6.4% | +6.7% |
| 7D | -19.8% | -11.1% | -8.7% | -15.1% |
| 30D | -48.1% | -4.8% | -43.3% | -46.4% |
| 3M | -51.2% | -14.6% | -36.7% | -47.3% |
| 6M | -59.6% | -7.4% | -52.2% | -58.2% |
| YTD | -3.6% | +32.6% | -36.2% | -14.5% |
| 1Y | -2.3% | +47.3% | -49.7% | -17.1% |
| 3Y | +369.4% | +107.5% | +261.8% | +239.2% |
| 5Y | +365.4% | +268.8% | +96.6% | +155.0% |
| All | +396.7% | +868.9% | -472.2% | +55.3% |
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