+187.6%
TTMI vs STLD
+13,828.5%
-13,640.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.5% | +6.4% | +6.7% |
| 7D | -19.8% | -11.1% | -8.7% | -15.5% |
| 30D | -48.1% | -4.8% | -43.3% | -46.6% |
| 3M | -51.2% | -14.6% | -36.7% | -47.6% |
| 6M | -59.6% | -7.4% | -52.2% | -58.3% |
| YTD | -3.6% | +32.6% | -36.2% | -13.9% |
| 1Y | -2.3% | +47.3% | -49.7% | -16.3% |
| 3Y | +369.4% | +107.5% | +261.8% | +244.5% |
| 5Y | +365.4% | +268.8% | +96.6% | +159.8% |
| 10Y | +413.2% | +883.3% | -470.1% | +73.7% |
| All | +187.6% | +13,828.5% | -13,640.8% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling