+826.9%
TTMI vs STLD
+144.6%
+682.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.5% | +9.7% |
| 7D | +5.9% | +3.1% | +2.7% | +3.8% |
| 30D | -4.3% | -9.0% | +4.7% | +0.5% |
| 3M | -32.0% | -12.4% | -19.7% | -27.7% |
| 6M | +19.5% | +25.5% | -6.0% | +3.3% |
| YTD | +82.0% | +43.6% | +38.4% | +45.9% |
| 1Y | +172.6% | +87.2% | +85.4% | +89.2% |
| All | +826.9% | +144.6% | +682.3% | +427.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling