+429.1%
TTMI vs STLD
+119.8%
+309.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -1.0% |
| 7D | +11.4% | +2.9% | +8.5% | +9.5% |
| 30D | -28.3% | -5.6% | -22.7% | -24.9% |
| 3M | -46.7% | -11.7% | -34.9% | -42.2% |
| 6M | -56.1% | -2.8% | -53.3% | -55.6% |
| YTD | +7.4% | +36.4% | -29.1% | -9.9% |
| 1Y | +17.4% | +50.0% | -32.6% | -6.4% |
| 3Y | +429.1% | +122.3% | +306.8% | +232.9% |
| All | +429.1% | +119.8% | +309.3% | +232.9% |
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