+1,122.7%
STLD vs TCOM
-12.7%
+1,135.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.9% |
| 7D | -2.8% | -10.2% | +7.4% | -0.6% |
| 30D | -10.4% | -16.8% | +6.4% | -6.9% |
| 3M | -10.6% | -16.7% | +6.1% | -7.6% |
| 6M | +32.7% | -27.1% | +59.8% | +41.1% |
| YTD | +42.8% | -45.5% | +88.3% | +60.8% |
| 1Y | +86.9% | -45.9% | +132.8% | +110.7% |
| 3Y | +143.8% | +9.8% | +134.1% | +123.2% |
| 5Y | +293.5% | +23.8% | +269.7% | +227.3% |
| 10Y | +1,122.7% | -10.8% | +1,133.5% | +866.1% |
| All | +1,122.7% | -12.7% | +1,135.4% | +866.1% |
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