+782.2%
STLD vs TCOM
+3.5%
+778.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -9.7% | +7.4% | -17.1% | -11.1% |
| 30D | -4.5% | +13.2% | -17.8% | -7.2% |
| 3M | -13.1% | -4.6% | -8.5% | -12.5% |
| 6M | -2.8% | -16.4% | +13.6% | +0.3% |
| YTD | +35.3% | -38.8% | +74.1% | +48.3% |
| 1Y | +51.4% | -37.3% | +88.7% | +64.9% |
| 3Y | +117.9% | +31.4% | +86.5% | +91.4% |
| 5Y | +272.6% | +45.5% | +227.1% | +197.8% |
| 10Y | +782.2% | +4.6% | +777.5% | +601.5% |
| All | +782.2% | +3.5% | +778.7% | +601.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling