+808.8%
TTMI vs STLD
+292.4%
+516.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.5% | +9.6% |
| 7D | +5.9% | +3.1% | +2.7% | +4.2% |
| 30D | -4.3% | -9.0% | +4.7% | -0.3% |
| 3M | -32.0% | -12.4% | -19.7% | -28.5% |
| 6M | +19.5% | +25.5% | -6.0% | +6.8% |
| YTD | +82.0% | +43.6% | +38.4% | +53.1% |
| 1Y | +172.6% | +87.2% | +85.4% | +104.5% |
| 3Y | +744.7% | +135.2% | +609.4% | +470.4% |
| All | +808.8% | +292.4% | +516.4% | +402.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling