-2.3%
TTMI vs STLD
+45.5%
-47.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.5% | +6.4% | +6.6% |
| 7D | -19.8% | -11.1% | -8.7% | -12.3% |
| 30D | -48.1% | -4.8% | -43.3% | -45.2% |
| 3M | -51.2% | -14.6% | -36.7% | -45.1% |
| 6M | -59.6% | -7.4% | -52.2% | -57.9% |
| YTD | -3.6% | +32.6% | -36.2% | -23.6% |
| 1Y | -2.3% | +47.3% | -49.7% | -32.6% |
| All | -2.3% | +45.5% | -47.8% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling