+50.9%
STLD vs TCOM
-39.5%
+90.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.1% |
| 7D | -9.7% | +7.4% | -17.1% | -9.5% |
| 30D | -4.5% | +13.2% | -17.8% | -4.4% |
| 3M | -13.1% | -4.6% | -8.5% | -12.9% |
| 6M | -2.8% | -16.4% | +13.6% | -1.4% |
| YTD | +35.3% | -38.8% | +74.1% | +36.8% |
| All | +50.9% | -39.5% | +90.4% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling